1.
CVAR-EGARCH-GED Model and Its Application Base on Copula Theory
基于Copula理论的CVaR-EGARCH-GED模型研究及应用
2.
Study on Risk Measurement in Chinese Stock Market Based on EGARCH-GED Model
基于EGARCH-GED模型下的股市风险测度研究
3.
Volatility Analysis of Shenzheng Stock Market Based on VaR- EGARCH(1, 1)-GED Model;
基于VaR-EGARCH-GED模型的深圳股票市场波动性分析
4.
Application of EGARCH-GED Model for Calculating Value at Risk in Chinese Futures Market;
EGARCH-GED模型在计量中国期货市场风险价值中的应用
5.
Study on the Characteristics of Chinese Crude Oil Price Volatility Based on GED-GARCH Models;
基于GED—GARCH模型的中国原油价格波动特征研究
6.
Measuring VaR and ES of Stock Market Based on SV-GED Model;
SV-GED模型在中国股市的VaR与ES度量及分析
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.
Detection of Change-point in ARCH and GARCH Models;
ARCH模型和GARCH模型的变点检测
11.
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
12.
Comparison of VaR based on GARCH and SV models;
基于GARCH模型和SV模型的VaR比较
13.
Petroleum Price Stimulation Based on GARCH Model;
基于GARCH模型的石油价格变动模拟
14.
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
15.
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
16.
VaR-GARCH model using simulated annealing algorithm;
基于模拟退火算法的VaR-GARCH模型
17.
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
18.
Multivariate GARCH Model and Its Application in VaR;
多元GARCH模型及其在VaR计算中应用