1.
Study on the Wavelet Transformation Based Estimation Method of LMSV Model;
基于小波变换的长记忆随机波动模型估计方法研究
2.
Estimating Long Memory Stochastic Volatility Model and Forecasting Using Volatility Based on High Frequency Data from Chinese Stock Markets;
长记忆随机波动模型的估计与波动率预测——基于中国股市高频数据的研究
3.
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
4.
DRAM [Dynamic Random Access Memory]
动态随机存取记忆体
5.
The Comparison Study of Parameters Estimation of ARSV Model;
随机波动模型参数估计方法比较研究
6.
ESTIMATION OF THE STOCHASTIC VOLATILITY MODEL IN ORNSTEIN-UHLENBECK MODEL;
Ornstein-Uhlenbeck随机波动率模型的参数估计
7.
Study on Stochastic Volatility Model of CNY Exchange Rate Expectation;
人民币汇率预期的随机波动模型研究
8.
Optimal consume-invest model with stochastic volatility;
具有随机波动的最优消费-投资模型
9.
Pricing European Barrier Options in Hull-White Stochastic Volatility Model
Hull-White随机波动率模型的欧式障碍期权
10.
Estimating volatility of Chinese stock market by stochastic volatility model;
基于随机波动性模型的中国股市波动性估计
11.
Study on estimation method of time varying long memory SV model based on wavelet transformation;
基于小波变换的时变长记忆SV模型估计方法研究
12.
Bayesian Stochastic Volatility Model in Finance Analysis Based on MCMC Simulation;
基于MCMC模拟的贝叶斯金融随机波动模型分析
13.
The Memorylessness of Memory Time with Its Application in Real Random Simulation;
抽象记忆时间的无记忆性及其在真随机模拟中的应用
14.
Study on Dynamic Hedging Strategy Based on Multivariate Stochastic Volatility Model;
基于多元随机波动模型的动态套期保值研究
15.
Foreign Equity Options Pricing with Stochastic Vatility;
汇率联动期权的随机波动率模型及其定价
16.
Study on Fluctuations of Stock Prices by Stochastic Model and Grey System;
应用随机模型和灰色系统研究股票价格波动
17.
Pricing of American Call Option under Lévy Model with Stochastic Volatility;
带随机波动率的Lévy模型下美式看涨期权的定价
18.
The Continuous-Time Stochastic Volatility Models and Application in Chinese Stock Market;
连续时间随机波动模型及其在中国股市的应用