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, March 19 2025, PDF, , XML DOI:10.12677/ecl.2025.143763 被引量
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, January 13 2025, PDF, , XML DOI:10.12677/ecl.2025.141137 被引量
经济政策不确定性对中国碳市场波动影响研究——基于多因素GARCH-MIDAS模型Research on the Impact of Economic Policy Uncertainty on China’s Carbon Market Volatility—Based on the Multi-Factor GARCH-MIDAS Model
郭若男, 凌美君
运筹与模糊学 Vol.13 No.6, December 15 2023, PDF, HTML, XML DOI:10.12677/ORF.2023.136658 被引量
人民币汇率变动与上市公司外汇风险暴露——基于双变量GJR-GARCH模型的实证分析The RMB Exchange Rate Fluctuation and Foreign Exchange Risk Exposure of Listed Companies—The Empirical Analysis Based on Bivariate GJR-GARCH Model
李鑫亚
电子商务评论 Vol.13 No.2, May 16 2024, PDF, HTML, XML DOI:10.12677/ecl.2024.132170 被引量
基于溢出指数方法与DCC-GARCH模型的中国碳市场与能源市场间风险溢出效应研究Research on Risk Spillover Effect between China’s Carbon Market and Energy Market Based on Spillover Index Method and DCC-GARCH Model
陈亚琼
电子商务评论 Vol.13 No.4, November 28 2024, PDF, , XML DOI:10.12677/ecl.2024.1341794 被引量
传统债券市场与绿色债券市场收益率的波动性研究——基于GARCH族模型的实证分析Volatility Research of Yields in Traditional Bond Market and Green Bond Market—An Empirical Analysis Based on GARCH Family Model
施琳琰
电子商务评论 Vol.14 No.1, January 2 2025, PDF, , XML DOI:10.12677/ecl.2025.141030 被引量
基于GARCH-MIDAS模型的经济政策不确定性和投资者情绪对原油价格波动的影响研究Research on the Impact of Economic Policy Uncertainty and Investor Sentiment on Crude Oil Price Volatility Based on the GARCH-MIDAS Model
电子商务评论 Vol.14 No.4, April 10 2025, PDF, , XML DOI:10.12677/ecl.2025.144902 被引量
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, December 25 2024, PDF, , XML DOI:10.12677/sa.2024.136233 被引量
ANN，GARCH下医疗器械板块预测分析Prediction and Analysis of Medical Device Sector Based on ANN and GARCH
孙 晓
统计学与应用 Vol.10 No.3, June 23 2021, PDF, HTML, XML DOI:10.12677/SA.2021.103047 被引量
基于GARCH-EVT-Copula的WCVaR鲁棒投资组合模型Robust Portfolio Selection with GARCH-EVT-Copula
陆家涛
统计学与应用 Vol.7 No.1, February 28 2018, PDF, HTML, XML DOI:10.12677/SA.2018.71008 被引量