1.
The Estimation and Empirical Analysis of Parameters of Continuous Time GARCH(1,1) Model;
连续时间GARCH(1,1)模型的参数估计及其实证分析
2.
GARCH(1,1) Model and Its Application in Forecasting Conditional Volatility of Exchange Rate;
GARCH(1,1)模型及其在汇率条件波动预测中的应用
3.
Variable Intercept Panel GARCH(1,1) Model with Random Effect and Its Application;
随机影响变截距面板GARCH(1,1)模型及其应用
4.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
5.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型
6.
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
7.
Detection of Change-point in ARCH and GARCH Models;
ARCH模型和GARCH模型的变点检测
8.
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
9.
Comparison of VaR based on GARCH and SV models;
基于GARCH模型和SV模型的VaR比较
10.
Petroleum Price Stimulation Based on GARCH Model;
基于GARCH模型的石油价格变动模拟
11.
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
12.
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
13.
VaR-GARCH model using simulated annealing algorithm;
基于模拟退火算法的VaR-GARCH模型
14.
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
15.
Analysis of GM(1,1) Model Based on Linear Function Transformation and Establishment of Direct Discrete GM(1,1) Model
一次函数变换GM(1,1)模型分析及直接离散GM(1,1)模型的建立
16.
Preliminary Studies on the Model of Forecast in Population Size;
人口规模预测的GM(1,1)模型应用初探
17.
Optimization of grey model GM(1,1) based on fuzzy regression theory
基于模糊回归理论的GM(1,1)模型优化
18.
Time Sequence Forecasting Based on Fuzzy GM(1,1) Model
基于模糊GM(1,1)模型的时间序列预测