GARCH Models - Globe Thesis

Keyword [GARCH Models] Result: 101 - 120 \| Page: 6 of 7
101.	Empirical Research Of Price Volatility On Chinese Stock Market
102.	Quantitative Trading Strategic Research Of Rapeseed Meal Futures
103.	Study On The Risk Application Of China's Growth Enterprise Market Based On GARCH Models And VaR
104.	An Empirical Research On Volatility And Spillovers Effect Among Shanghai,Shenzhen And Hong Kong Stock Markets Based On The MRS-GARCH Models
105.	Approximating GARCH-JUMP Models,JUMP-DIFFUSION Processes,and Option Pricing
106.	Estimating And Using Non-gaussian GARCH Models With VIX Data For Hedging Schemes
107.	Based On The GARCH Models Analysis Of China's Stock Market Volatility
108.	Empirical Analysis Of The Fluctuation Of The Shanghai Stock Index Return Rate Based On The ARMA-GARCH Models
109.	MS-GARCH Models With Skewed Distribution And The Estimation Of Value-at-risk
110.	A Simple Portmanteau Test For Weak GARCH Models
111.	Research On The Volatility Of The Shanghai And Shenzhen 300 Stock Index Futures On The Shanghai And Shenzhen 300 Index Stock Market
112.	Research On Option Straddle Combination Strategy Based On Different Volatility Models
113.	The Research And Forecast On The Intraday Volatility Of The Stock Index Futures Based On GARCH Models
114.	A Study Of Dynamic Comovements Among China's Systematic Financial Institutions Using Multivariate GARCH Models
115.	Volatility Linkage Analysis Of China's Stock Market Industry Index Based On GARCH Models And SV Model
116.	Study On The Influence Of Commodity Futures Options On The Volatility Of The Underlying Market In China
117.	A Comparative Study On The Construction Of Shanghai 50ETF Option Arbitrage Strategies Based On Different Volatility Models
118.	Multivariate GARCH models for the Greater China stock markets
119.	On the construction and estimation of asymmetric GARCH models, and the minimum volume sets for time series
120.	Forecasting volatility in stock market using GARCH models
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