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孟 珊, 徐佳文
建模与仿真Vol.12 No.6, 全文下载: PDF HTML XML DOI:10.12677/MOS.2023.126472, November 9 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
基于HMM-GARCH模型的VaR方法及其在农业股市的应用VaR Method Based on HMM-GARCH Model and Its Application in Agricultural Stock Market
容兰兰, 陈爽, 冯茹 国家自然科学基金支持
应用数学进展Vol.6 No.6, 全文下载: PDF HTML XML DOI:10.12677/AAM.2017.66093, September 26 2017
重庆市碳金融交易市场风险评估——基于GARCH-VaR模型Chongqing Carbon Finance Trading Market Risk Assessment—Based on the GARCH-VaR Model
宋文静, 杜汪珏, 么玉方, 阳 芹
统计学与应用Vol.11 No.3, 全文下载: PDF HTML XML DOI:10.12677/SA.2022.113050, June 7 2022
基于VAR模型的绿色债券收益率影响因素分析Analysis of the Influencing Factors of Green Bond Yield Based on VAR Model
李佳琪, 王传会 国家社会科学基金支持
统计学与应用Vol.12 No.2, 全文下载: PDF HTML XML DOI:10.12677/SA.2023.122056, April 29 2023
Copula-GARCH方法的投资组合VaR分析Analysis of Portfolio VaR Based on Copula-GARCH Method
余 乐
运筹与模糊学Vol.14 No.1, 全文下载: PDF HTML XML DOI:10.12677/ORF.2024.141053, February 29 2024