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徐 峻
运筹与模糊学Vol.13 No.6, 全文下载: PDF HTML XML DOI:10.12677/ORF.2023.136742, December 29 2023
基于DCC-GARCH模型的金融业风险动态相关性研究Research on the Dynamic Correlation of Financial Industry Risks Based on DCC-GARCH Model
欧艳容
运筹与模糊学Vol.13 No.6, 全文下载: PDF HTML XML DOI:10.12677/ORF.2023.136760, December 29 2023
重庆市碳金融交易市场风险评估——基于GARCH-VaR模型Chongqing Carbon Finance Trading Market Risk Assessment—Based on the GARCH-VaR Model
宋文静, 杜汪珏, 么玉方, 阳 芹
统计学与应用Vol.11 No.3, 全文下载: PDF HTML XML DOI:10.12677/SA.2022.113050, June 7 2022
基于GARCH-VaR模型的上证指数风险度量Risk Measurement of Shanghai Composite Index Based on GARCH-VaR Model
孟 珊, 徐佳文
建模与仿真Vol.12 No.6, 全文下载: PDF HTML XML DOI:10.12677/MOS.2023.126472, November 9 2023
基于GARCH模型的天然气期货价格波动特征分析Analysis of Fluctuation Characteristics of Natural Gas Futures Price Based on a GARCH Model in China
王钰瑶, 王传会 国家社会科学基金支持
应用数学进展Vol.12 No.6, 全文下载: PDF HTML XML DOI:10.12677/AAM.2023.126267, June 8 2023
人民币汇率变动与上市公司外汇风险暴露——基于双变量GJR-GARCH模型的实证分析The RMB Exchange Rate Fluctuation and Foreign Exchange Risk Exposure of Listed Companies—The Empirical Analysis Based on Bivariate GJR-GARCH Model
李鑫亚
电子商务评论Vol.13 No.2, 全文下载: PDF HTML XML DOI:10.12677/ecl.2024.132170, May 16 2024