1.
The Mixture GRACH Model Based on Information Communication;
基于信息传播的混合GARCH模型
2.
A Study of the High-frequency-data-based Classified Information Mixture Distribution GARCH Model;
基于高频数据的分类信息混合分布GARCH模型研究
3.
Impacts on Stock Price through Mixed Distribution Classified Information GARCH Model and Its Application;
股票价格冲击混合分布分类信息GARCH模型及其应用
4.
Analysis of Portfolio Efficient Frontier Based on Copula-APD-GARCH Model
基于Copula-APD-GARCH模型的投资组合有效前沿分析
5.
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
6.
Application of Multivariate Factor-GARCH Model in the Decision-making of Portfolio
因子多元GARCH模型在资产组合投资决策中的应用
7.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
8.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型
9.
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
10.
Futures Portfolio Margin Model and It s Application Based on MVGARCH-VaR;
基于多元GARCH-VaR的期货组合保证金模型及其应用研究
11.
Forecast and Fit for Exchange Rate of Yen against Dollar Using GARCH Model
运用GARCH模型对日元兑美元汇率序列的拟合与预测
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.
Petroleum Price Stimulation Based on GARCH Model;
基于GARCH模型的石油价格变动模拟
16.
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
17.
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
18.
VaR-GARCH model using simulated annealing algorithm;
基于模拟退火算法的VaR-GARCH模型