基于GARCH族模型及VaR方法的商业银行利率风险度量Interest Rate Risk Measurement of Commercial Banks Based on GARCH Family Model and VaR Method
袁 归
统计学与应用Vol.13 No.4, 全文下载: PDF XML DOI:10.12677/sa.2024.134137, August 23 2024
基于GARCH类模型对我国股市风险度量The Risk Measurement of Chinese Stock Market Based on GARCH Class Model
袁 琳
电子商务评论Vol.13 No.4, 全文下载: PDF XML DOI:10.12677/ecl.2024.1341799, November 28 2024
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模型族的集装箱海运价格波动特征研究Study on the Characteristics of Container Shipping Price Fluctuation Based on GARCH Model Family
何祎喆, 袁 象
建模与仿真Vol.12 No.3, 全文下载: PDF HTML XML DOI:10.12677/MOS.2023.123177, May 10 2023
上证50ETF期权推出对股票市场波动性的影响研究A Study on the Impact of Shanghai Stock Exchange 50 ETF Option Launch on Stock Market Volatility
张湫驰
电子商务评论Vol.13 No.2, 全文下载: PDF HTML XML DOI:10.12677/ecl.2024.132463, May 31 2024