garch

Study on Financial Market Risk Based on GARCH Models

基于GARCH模型的金融市场风险研究

The GARCH model family are used in empirical research .

并利用GARCH族模型进行实证研究。

An Empirical Research in the National Bonds Index by GARCH Model

国债指数GARCH模型实证研究

Testing of the GARCH Effect and Model Selecting in Shanghai Security Market

上海证券市场GARCH效应检验和模型选择

An Empirical Research in the Stock Market of Shanghai by GARCH Model

GARCH模型对上海股市的一个实证研究

Shanghai Stock Market Return Analysis Based ARIMA model and GARCH Model ;

上海证券市场回报率分析&基于ARIMA模型和GARCH模型（英文）

A Study on Financial Risk Measurement Based on Heavy Tail Distribution and GARCH Model

基于厚尾分布和GARCH类模型的金融风险度量研究

Modeling on the Fluctuation of Chinese Stock Market by GARCH Models

我国股票价格序列波动的GARCH拟合

Empirical study on stock through GARCH based on PSO algorithm

基于PSO的证券市场GARCH模型实证研究

Besides GARCH model , we also use the event study method did a supplementary study .

本文在GARCH模型族的基础上，采用事件研究法进行补充研究。

On the GARCH Model and the Forecast of Renminbi Exchange Rate

基于时间序列GARCH模型的人民币汇率预测

Detection of Change - point in ARCH and GARCH Models

ARCH模型和GARCH模型的变点检测

An Analysis of Exchange Rate Fluctuation Based on the GARCH Model with Wavelet Denoising

基于小波消噪GARCH模型的汇率波动序列研究

The Validity Checking Research of the RMB Exchange Rate Trend in GARCH Model

GARCH模型检验人民币汇率趋势的有效性研究

Then for each industry index return series , the GARCH model has been made .

对每个行业指数收益率序列建模之后，又进行了二元GARCH建模。

Comparative studies of the value at risk based on GARCH family model in spot gold market

基于GARCH模型的风险价值在现货黄金市场的比较研究

Exchange Rate Forecasting Based on the Combination of GARCH Models and ANN Technologies

基于GARCH模型与ANN技术组合的汇率预测

The volatility of China 's stock markets is investigated using GARCH type models .

采用GARCH类模型，利用上证综合指数对中国股市收益波动进行了实证研究。

Multivariate GARCH Models on the Relationship between Price and Trading Volume

价量关系的多元GARCH建模

The Study of Copper Hedge Ratios Based on ECM and GARCH Model

基于误差修正和GARCH模型的铜套期保值比率研究

The Application of Monte Carlo Simulation Based on GARCH Model in Computing Var

基于GARCH模型的风险价值蒙特卡罗模拟

The Estimation of GARCH Model Parameters Based on MCMC Algorithms

基于MCMC方法的GARCH模型参数估计

A Study of Volatility in Warrants Pricing Based on GARCH Family Models

权证定价中基于GARCH模型族的波动率研究

The Forecast Performance of Two Style GARCH Models and Portfolio VaR Computation

两类多元GARCH模型的预测绩效和组合VaR的研究

A Simple Class of Multivariate GARCH Models and Application

一种多元GARCH模型及其应用研究

Research on Chinese Volatilities of Stock Returns by GARCH Model

基于GARCH类模型的中国股指收益率波动性分析

Analysis on Fluctuation Rule of Soybean Wholesale Price in China : Based on GARCH Model

中国大豆批发价格波动规律研究&基于GARCH模型

An Empirical Analysis of the GARCH Model on Open-end Funds

GARCH模型在开放式基金中的实证研究

Forecast and Fit for Exchange Rate of Yen against Dollar Using GARCH Model

运用GARCH模型对日元兑美元汇率序列的拟合与预测

And indirect GARCH ( 1,1 ) model for comparison .

与间接GARCH（1,1）模型作了比较。