1.
Some Studies of the Volatility and Stock Return on China Stock Markets Using GARCH-M;
中国股票市场报酬与波动的GARCH-M模型
2.
GARCH-M Model and the Volatility in Hu-Shen Stock Market;
GARCH-M模型与我国沪深股市的波动
3.
Renminbi exchange rate forecast based on GARCH-M Model
基于GARCH-M模型的人民币汇率预测
4.
A Markov-Chain Sampling Algorithm and Empirical Analysis for ARMA-GARCH-M Models;
ARMA-GARCH-M模型的马氏链抽样算法与实证分析
5.
Application of an Improved GARCH-M Model in Risk Analysis on Stock Markets;
改进的GARCH-M模型在股市风险分析中的应用
6.
Based on Co-integration, VEC and GARCH-M Approach to Testing the Relationship of RMB/USD Spot and Forward Exchange Rates;
基于协整、VEC、GARCH-M模型的人民币即期汇率与远期汇率关系研究
7.
Empirical Analysis of VaR in Shanghai Stock Market Based on Garch-M Model;
Garch-M模型的沪市险值实证研究
8.
To Analyse for the Research on Shangzheng Index Based on GARCH-M Models and Extreme Value Theory;
利用GARCH-M类模型和极值理论对上证综指的研究
9.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
10.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型
11.
Semiparametric GARCH Model Compared with GARCH, Nonparametric GARCH Model;
参数、非参数GARCH模型与半参数GARCH模型的比较研究
12.
Detection of Change-point in ARCH and GARCH Models;
ARCH模型和GARCH模型的变点检测
13.
Comparative research on the Shenzhen stock market by using the GARCH model and the SV model;
GARCH模型和SV模型对深圳股市的比较
14.
Comparison of VaR based on GARCH and SV models;
基于GARCH模型和SV模型的VaR比较
15.
Research on Queuing System M/M/C/m/m in Aircraft Battle Damage Repair
M/M/C/m/m排队系统模型的飞机战伤抢修研究
16.
Petroleum Price Stimulation Based on GARCH Model;
基于GARCH模型的石油价格变动模拟
17.
The Comparison of VaR Based on the Historical Simulation Method and GARCH Model;
基于历史模拟法和GARCH模型的VaR比较
18.
The Application of Monte Carlo Simulation Based on GARCH Model in Computing Var;
基于GARCH模型的风险价值蒙特卡罗模拟