1.
Study on ARFIMA-FIGARCH Model of Return and Volatility Processes in Chinese Stock Market;
中国股市收益及波动的ARFIMA-FIGARCH模型研究
2.
Calculation of Dynamic VaR Based on the Skew Student-t Distribution of FIGARCH Model
偏态t分布下FIGARCH模型的动态VaR计算
3.
Asymptotic Properties of Parameter s Bayesian Estimation for ARFIMA Models;
ARFIMA模型参数贝叶斯估计的渐近性质
4.
Smooth Transition Autoregressive Fractional Moving Average Model and Empirical Analysis:A Case of China s Inflation Rate;
具有平滑迁移的ARFIMA模型及其应用
5.
Forecasting the oil price by ARFIMA model;
石油价格的ARFIMA模型预测研究
6.
Uselessness of ARFIMA Model in Forecasting Chinese Stock Market;
ARFIMA模型在中国股票市场预测的失效
7.
An Empirical Study on Inbound Tourism Demand Forecast Based on ARFIMA Model
我国入境旅游预测:基于ARFIMA模型的研究
8.
FIGARCH Model and The Study of Long-term Memory on China Stock Volatility;
FIGARCH模型及其对中国股市波动长记忆性研究
9.
Estimation and Forecasting of Volatility Stock Indexes Based on FIGARCH Model;
基于FIGARCH模型的股指波动性估计与预测研究
10.
Case Study on the Long Memory of FIGARCH Model on Stock Revenue;
FIGARCH模型对股市收益长记忆性的实证分析
11.
Continuity and Correlation of the Fluctuation of FIGARCH Model Based on MODWT
基于MODWT的FIGARCH模型波动的持续性与相关性
12.
Orthogonal ARFIMA model based on high frequency financial data;
基于高频金融数据的正交ARFIMA模型及应用
13.
Study of ARFIMA Model and Its Forecast Performance Based on Fractional Differencing;
基于分数阶差分的ARFIMA模型及预测效果研究
14.
Volatility analysis of return of exchange rate using ARFIMA-EGARCH-M model
ARFIMA-EGARCH-M模型在汇率收益率波动分析中的应用
15.
Dynamic VaR Risk Measures Based on EVT-BM-FIGARCH;
基于EVT-BM-FIGARCH的动态VaR风险测度
16.
Multivariate FIGARCH and Fractional Co-persistence and its Application;
多元FIGARCH协同持续性及应用
17.
Being, serving as, or used as a model.
模型的模型的,作为模型的,用作模型的
18.
Implementation Model versus Mental Model
实现模型与心理模型