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
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
基于ARIMA-GARCH模型的股票分析与预测——以长城汽车为例Stock Analysis and Prediction Based on ARIMA-GARCH Model—Taking Great Wall Motor as an Example
金 涛
统计学与应用Vol.12 No.5, 全文下载: PDF HTML XML DOI:10.12677/SA.2023.125129, October 16 2023