基于GARCH模型股市价格的波动性分析Volatility Analysis of Stock Market Price Based on GARCH Model
陈秀芳, 林蓝玉, 张德飞 国家自然科学基金支持
应用数学进展Vol.7 No.6, 全文下载: PDF HTML XML DOI:10.12677/AAM.2018.76077, June 12 2018
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GARCH模型的融资融券对我国股市的影响研究A Research about Effects Margin Transaction Has on the Stock Market in China Based on GARCH Model
张 涛, 邓晓卫, 李凡一, 张苏靖 科研立项经费支持
金融Vol.8 No.1, 全文下载: PDF HTML XML DOI:10.12677/FIN.2018.81005, January 29 2018
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GARCH-BP模型的股票价格波动性研究Research on Stock Price Volatility Based on GARCH-BP Model
严彦文, 王彩云 科研立项经费支持
理论数学Vol.15 No.2, 全文下载: PDF XML DOI:10.12677/pm.2025.152063, February 28 2025