1.
Short-Term Electricity Price Forecasting Based on Wavelet Transform and Generalized Autoregressive Conditional Heteroskedasticity Model;
基于小波分析与广义自回归条件异方差模型的短期电价预测
2.
Application of Wavelet Analysis and Generalized Autoregressive Conditional Heteroscedastic Model Considering Exogenous Variables in Electricity Price Forecast
小波分析和考虑外生变量的广义自回归条件异方差模型在电价预测中的应用
3.
A Generalized Spectral Density Test of Conditional Autoregressive Heteroscedasticity for Threshold Autoregressive Model;
门限自回归模型中自回归条件异方差的广义谱密度检验
4.
The Application of ARCH Model in Shanghai Stock Market;
自回归条件异方差模型在我国沪市的应用研究
5.
Research on Bayesian Analysis of Autoregressive Conditional Heteroscedaticity Models and Their Application;
自回归条件异方差模型的贝叶斯分析及其应用研究
6.
Day-Ahead Marginal Price Forecasting Based on Autoregressive Conditional Heteroskedasticity-Back Propagation Network Model;
基于自回归条件异方差-反向传播网络模型的日前边际电价预测
7.
Autoregressive conditional volatility-skewness-kurtosis: A new model
自回归条件方差-偏度-峰度:一个新的模型
8.
Testing Heteroscedasticity by Wavelets in a Nonparametric Autoregressive Model
非参数自回归模型异方差的小波检验
9.
Generalized Least Squares Estimates of Parameters In Heteroscedastic Regression Model under Linear Constraint
线性约束下的异方差回归模型参数的广义最小二乘估计
10.
A GENERALIZED VARIANCE-RATIO TEST FOR A HETEROSKEDASTIC REGRESSION;
异方差回归中的广义方差比检验(英文)
11.
Modeling and Application of Generalized Autoregressive Conditional Density based on JSU Distribution;
基于JSU分布的广义自回归条件密度建模及应用
12.
Some problems on heteroscedasticity in multi-linear regression models;
多元线性回归模型中的异方差性问题
13.
Forecasting Financial Volatilities with Sample Quantiles:The Conditional Autoregressive Quasi-range(QCARR)Model;
基于样本分位数的波动率估计：条件自回归拟极差模型
14.
The Conditional Root Squares Estimation of Regression Coefficient in Restricted Linear Regression Model;
约束线性回归模型回归系数的条件根方估计
15.
The Autoregressive Conditional Duration Model and Empirical Research;
自回归条件持续期模型及其实证研究
16.
A Note on Some Probabilistic Properties of AACD Model
扩展自回归条件久期模型的概率性质
17.
The Test for Heteroscedasticity of Partially Linear Autoregressive Models with an Exogenous Variable
具有外生变量部分线性自回归模型的异方差检验
18.
A METHOD TO ESTIMATE THE ERROR VARRIANCE MATRIX W_t OF BDLM BY GENERALIZED EXPONENTIALLYWEIGHTED REGRESSION;
利用广义指数加权回归估计贝叶斯动态线性模型误差方差矩阵W_t的方法(英文)