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-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DCC-GARCH模型的金融业风险动态相关性研究Research on the Dynamic Correlation of Financial Industry Risks Based on DCC-GARCH Model
欧艳容
运筹与模糊学Vol.13 No.6, 全文下载: PDF HTML XML DOI:10.12677/ORF.2023.136760, December 29 2023
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
基于在险价值的中国碳金融市场风险研究A Study on the Risk of China’s Carbon Financial Market Based on Value at Risk
何晓庆
低碳经济Vol.14 No.1, 全文下载: PDF XML DOI:10.12677/jlce.2025.141009, February 21 2025