1.
The Comparison Study of Parameters Estimation of ARSV Model;
随机波动模型参数估计方法比较研究
2.
Study on Stochastic Volatility Model of CNY Exchange Rate Expectation;
人民币汇率预期的随机波动模型研究
3.
Bayesian Stochastic Volatility Model in Finance Analysis Based on MCMC Simulation;
基于MCMC模拟的贝叶斯金融随机波动模型分析
4.
Study on Dynamic Hedging Strategy Based on Multivariate Stochastic Volatility Model;
基于多元随机波动模型的动态套期保值研究
5.
The Continuous-Time Stochastic Volatility Models and Application in Chinese Stock Market;
连续时间随机波动模型及其在中国股市的应用
6.
An Application of Asymmetric Stochastic Volatility Model in China s Stock Market;
非对称随机波动模型在中国股市的应用
7.
A New Algorithm for Continuous Fluctuation Random Index Estimation;
一种连续随机波动模型参数估计的新算法
8.
Parameter Estimation and Empirical Analysis of Asymmetric Stochastic Volatility Model;
非对称随机波动模型的参数估计及其实证
9.
Research on volatility persistence and co-persistence in stochastic volatility model;
随机波动模型的持续性和协同持续性研究
10.
Estimation of stochastic Volatility Model and lts Application for Avoiding Financial Risk;
随机波动模型估计及在金融风险防范中的应用
11.
Analysis on Stochastic Volatility Models and Their Applications in Shanghai Stock Exchange;
随机波动模型分析及其在上海股市的应用
12.
The Research of Stock Market Volatility Based on Markov Regime Switch Stochastic Volatility Model;
基于马尔可夫结构转换随机波动模型的股市波动性研究
13.
Volatility Analysis of Chinese Stock Market by Stochastic Volatility Model with 2006 and 2007′s Data;
基于随机波动模型的沪深股市波动分析——以06,07年度沪深股指为例
14.
ESTIMATION OF THE STOCHASTIC VOLATILITY MODEL IN ORNSTEIN-UHLENBECK MODEL;
Ornstein-Uhlenbeck随机波动率模型的参数估计
15.
Optimal consume-invest model with stochastic volatility;
具有随机波动的最优消费-投资模型
16.
Pricing European Barrier Options in Hull-White Stochastic Volatility Model
Hull-White随机波动率模型的欧式障碍期权
17.
Estimating volatility of Chinese stock market by stochastic volatility model;
基于随机波动性模型的中国股市波动性估计
18.
Foreign Equity Options Pricing with Stochastic Vatility;
汇率联动期权的随机波动率模型及其定价