基于GARCH族模型及VaR方法的商业银行利率风险度量Interest Rate Risk Measurement of Commercial Banks Based on GARCH Family Model and VaR Method
袁 归
统计学与应用Vol.13 No.4, 全文下载: PDF XML DOI:10.12677/sa.2024.134137, August 23 2024
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
基于GARCH-VaR模型的商业银行市场风险度量——以贵阳银行为例Measurement of Commercial Banks’ Market Risk Based on the GARCH-VaR Model—Taking Bank of Guiyang as an Example
李 娱
电子商务评论Vol.14 No.1, 全文下载: PDF XML DOI:10.12677/ecl.2025.141137, January 13 2025
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
沪深300指数及其股指期货市场风险预测——基于VaR-GARCH模型Risk Prediction of the CSI 300 Index and Its Stock Index Futures Market—Based on the VaR-GARCH Model
胡 丹
电子商务评论Vol.14 No.3, 全文下载: PDF XML DOI:10.12677/ecl.2025.143763, March 19 2025
基金投资风险的实证研究——基于GARCH_VaR模型An Empirical Study on Fund Investment Risk—Based on GARCH_VaR Model
马晓龙, 杨 慧
电子商务评论Vol.14 No.4, 全文下载: PDF XML DOI:10.12677/ecl.2025.1441190, April 30 2025