基于GARCH类模型对我国股市风险度量The Risk Measurement of Chinese Stock Market Based on GARCH Class Model
袁 琳
电子商务评论Vol.13 No.4, 全文下载: PDF XML DOI:10.12677/ecl.2024.1341799, November 28 2024
中证500股指期货的推出对中国股票市场波动性的影响研究——基于Markov-Switching-GARCH模型A Study on the Impact of the Launch of CSI 500 Stock Index Futures on the Volatility of China’s Stock Market—Based on the Markov-Switching-GARCH Model
邵佳磊
统计学与应用Vol.13 No.6, 全文下载: PDF XML DOI:10.12677/sa.2024.136233, December 25 2024
基于改进GARCH族模型对股市波动率的实证分析Empirical Analysis of the Volatility of Stock Market Based on the Improved GARCH Model
祝人杰, 刘媛媛
应用数学进展Vol.9 No.2, 全文下载: PDF HTML XML DOI:10.12677/AAM.2020.92017, February 10 2020
基于GARCH模型证券公司股票质押率研究Research on Stock Pledge Rate of Securities Company Based on GARCH Model
周多芳
社会科学前沿Vol.8 No.12, 全文下载: PDF HTML XML DOI:10.12677/ASS.2019.812285, December 27 2019
基于HMM-GARCH模型的VaR方法及其在农业股市的应用VaR Method Based on HMM-GARCH Model and Its Application in Agricultural Stock Market
容兰兰, 陈爽, 冯茹 国家自然科学基金支持
应用数学进展Vol.6 No.6, 全文下载: PDF HTML XML DOI:10.12677/AAM.2017.66093, September 26 2017
基于GARCH-VaR模型的开放式股票型基金风险度量研究Research on Risk Measurement of Open-End Equity Funds Based on GARCH-VaR Model
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