Pages that link to "Item:Q369722"

The following pages link to Measuring and forecasting volatility in Chinese stock market using HAR-CJ-M model (Q369722):

Displaying 17 items.

• Dynamical behaviors of a food-chain model with stage structure and time delays (Q1712252) (← links)
• Valuing catastrophe bonds involving credit risks (Q1718656) (← links)
• Performance evaluation of portfolios with margin requirements (Q1718776) (← links)
• A numerical study for robust active portfolio management with worst-case downside risk measure (Q1719373) (← links)
• Regret theory and equilibrium asset prices (Q1719375) (← links)
• Solvability for a fractional order three-point boundary value system at resonance (Q1724087) (← links)
• Extension of modified Polak-Ribière-Polyak conjugate gradient method to linear equality constraints minimization problems (Q1725277) (← links)
• Lattice methods for pricing American strangles with two-dimensional stochastic volatility models (Q2320671) (← links)
• Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
• Pricing decision under dual-channel structure considering fairness and free-riding behavior (Q2321428) (← links)
• Risk measurement for portfolio credit risk based on a mixed Poisson model (Q2321449) (← links)
• Linear control of fractional-order financial chaotic systems with input saturation (Q2321503) (← links)
• A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
• MRS-GARCH 模型在沪深股指波动中的应用研究 (Q2992601) (← links)
• Research on the forecasting performance of the HAR-type model based on true and false jumps (Q4983969) (← links)
• Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations (Q5082682) (← links)
• A separate reduced‐form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum (Q5379278) (← links)