1.
VaR-GARCH model using simulated annealing algorithm;
基于模拟退火算法的VaR-GARCH模型
2.
Market risk measurement of copper futures in China based on VaR-GARCH models;
基于VaR-GARCH模型族的我国期铜市场风险度量研究
3.
The application of VaR-GARCH model in the risk management of stock index futures
VaR-GARCH模型在我国股指期货风险管理中的应用
4.
The Empirical Study on the Risk of Mutual Fund Based on VaR-GARCH Model in China
基于VaR-GARCH模型对证券投资基金风险的实证研究
5.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
6.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型
7.
Comparison of VaR based on GARCH and SV models;
基于GARCH模型和SV模型的VaR比较
8.
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
9.
ARMA-GARCH Model Estimator on VaR、CVaR and Kernel Type of Integral Estimator
VaR、CVaR的ARMA-GARCH模型估计和积分核型估计
10.
Multivariate GARCH Model and Its Application in VaR;
多元GARCH模型及其在VaR计算中应用
11.
Application of GARCH-EVT Model in Dynamic VaR;
GARCH-EVT模型在动态VaR中的应用
12.
Application of Asymmetric-GARCH Model for Risk Measure of Stock Market;
非对称GARCH模型在VaR预测上的应用
13.
The Validity Test of VaR and Its Improvement Based on the GARCH Family Model;
基于GARCH族模型的VaR及其改进的有效性检验
14.
VaR Method Based on MRS-GARCH Model and Its Application in Shanghai Stock Market;
基于MRS-GARCH模型的VaR方法及其在上海股市的应用
15.
Analysis of China s Stock Market Using VaR Method Based on GARCH Model;
基于GARCH模型的VaR方法对中国股市的分析
16.
The Estimation of Value-at-risk Based on Asymmetric Log-GARCH Models with Heavy-tailed Innovations
重尾新息下基于非对称Log-GARCH模型的VaR估计
17.
ARMA-GARCH Models for Chinese Inter-bank Borrowing Interest Rate and Empirical Analysis on Its VaR
同业拆借利率的ARMA-GARCH模型及VaR度量研究
18.
The Forecast Performance of Two Style GARCH Models and Portfolio VaR Computation
两类多元GARCH模型的预测绩效和组合VaR的研究