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
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
基于产出评价的土木工程硕士研究生学位论文质量控制研究Research on Quality Control of Civil Engineering Master Degree Thesis Based on Output Evaluation
武海鹏, 王晓蒙, 吴丽丽, 姬申武, 吴方舟, 孟 昌
教育进展Vol.13 No.7, 全文下载: PDF HTML XML DOI:10.12677/AE.2023.137773, July 31 2023
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
专业学位硕士实践教学研究——以法律硕士为例Research on the Practice Teaching of Master of Professional Degree—Taking Juris Master as an Example
刘 影 科研立项经费支持
教育进展Vol.13 No.8, 全文下载: PDF HTML XML DOI:10.12677/AE.2023.138870, August 16 2023
开放式基金投资组合风险度量——基于Copula-ARMA-GARCH模型The Risk Measurement on Portfolio of Open-End Fund—Based on Copula-ARMA-GARCH Model
孙志芳, 卢俊香 国家自然科学基金支持
应用数学进展Vol.10 No.4, 全文下载: PDF HTML XML DOI:10.12677/AAM.2021.104103, April 20 2021