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
基于改进GARCH族模型对股市波动率的实证分析Empirical Analysis of the Volatility of Stock Market Based on the Improved GARCH Model
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-VaR模型的上证指数风险度量Risk Measurement of Shanghai Composite Index Based on GARCH-VaR Model
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