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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类模型对比分析中美两国科技企业股票数据的实证分析Comparative Analysis of Stock Data of Technology Enterprises in China and the United States Based on GARCH Model
李 彪
统计学与应用Vol.12 No.2, 全文下载: PDF DOI:10.12677/SA.2023.122033, April 18 2023
基于GJR-GARCH模型的沪深300指数期权定价研究The Pricing of CSI 300 ETF Options with GJR-GARCH Model
李鑫亚
运筹与模糊学Vol.14 No.1, 全文下载: PDF HTML XML DOI:10.12677/ORF.2024.141078, February 29 2024
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, 全文下载: PDF HTML XML DOI:10.12677/ORF.2023.136658, December 15 2023
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