The following pages link to MRS-GARCH 模型在沪深股指波动中的应用研究 (Q2992601):
Displaying 3 items.
- Modeling Shanghai stock market volatility (Q1290185) (← links)
- ESTIMATING BIVARIATE GARCH-JUMP MODEL BASED ON HIGH FREQUENCY DATA: THE CASE OF REVALUATION OF THE CHINESE YUAN IN JULY 2005 (Q3566774) (← links)
- Application of autoregressive tail-index model to China's stock market (Q5880056) (← links)