1.
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
2.
Multivariate GARCH Model and Its Application in VaR;
多元GARCH模型及其在VaR计算中应用
3.
A Simple Class of Multivariate GARCH Models and Application;
一种多元GARCH模型及其应用研究
4.
Applications of Multivariate GARCH Models to the Asian Stock Markets
多元GARCH模型在亚洲股票市场的应用
5.
Research on Spurious Co-persistence of Threshold Vector GARCH Model with Structural Change;
多元变结构门限GARCH模型的伪协同持续性研究
6.
Multivariate Copula-GARCH Model and Its Applications in Financial Risk Analysis;
多元Copula-GARCH模型及其在金融风险分析上的应用
7.
Multivariate Copula-GARCH Model and Its Applications in Portfolio Value-at-Risk
多元Copula-GARCH模型及其在期货风险分析中的应用
8.
Empirical research on dynamic OHR about electricity futures based on multivariate GARCH models
基于多元GARCH模型的电力期货动态OHR实证研究
9.
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
10.
Factor selection of the multi-factor ARCH model and the application;
因子多元ARCH模型的因子选择及其应用
11.
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
12.
Applications of multivariate GARCH models in the study of volatility transmission of Chinese corporate bonds;
多元GARCH模型在国内企业债券波动传递研究中的应用
13.
Volatility Transmission Analysis and Risk Measurement of Main Sector Indices of A Shares Based on Multivariate GARCH Models
基于多元GARCH模型的A股主要行业指数波动率溢出分析及风险度量
14.
Volatility Spillover Effects and Risk Contagious:Evidence from the Domestic and Foreign Stock Markets Based on the MGARCH Mode
国内外股市波动溢出效应——基于多元GARCH模型的实证研究
15.
Empirical Research on Two Kinds of Short-term Interest Rate Patterns;
两类短期利率模型的实证研究——基于GARCH类模型与单因子扩散模型的比较
16.
Multivariate GARCH modeling and its application in volatility analysis of Chinese stock markets;
多元GARCH建模及其在中国股市分析中的应用
17.
Multi-Systematic Risk Factors CreditRisk+ Model Based on Sector Character
基于行业特性的多元系统风险因子CreditRisk+模型
18.
Study on Multi-scale -GARCH Model of Valatilities in the Financial Capital Gains;
金融资产收益波动的多尺度GARCH模型研究