Multivariate GARCH - Globe Thesis

Keyword [Multivariate GARCH] Result: 21 - 40 \| Page: 2 of 3
21.	Long Memory And Non-Liner Time Varying Correlation Between Price Volatility And Trading Volume In Chiniese Stock Market
22.	The Research Of The Relationship Between Stock Price And The Correlation Of A Index&Industry Index
23.	Study On Dynamic Correlation And Spillover Effects Between Financial Markets Based On SCC GARCH Model
24.	A Comparative Study Between Multivariate GARCH Model And Stochastic Volatility Model
25.	A Study On The Liquidity Spillover Effect Based On Multivariate Garch Model
26.	Research On The Hedge Ratio And The Hedge Results Of CSI300Stock Index Futures With Basis Effect
27.	The Research On Measurement And Avoidance Of Exchange Rate Risk Of Foreign-related Enterprises Based On GARCH-CVaR Model
28.	A Study On The Dynamic Hedge Ratio Based VaR Objective Function And Multivariate GARCH Model
29.	Analysis Of The Shanghai Securities Industry Sector Index Based On VaR Method And Multivariate GARCH Model
30.	Empirical Research For Optimal Hedging Ratio And Portfolio Of Stock Index Futures
31.	An Empirical Study On The Impact Of Chinaâ€™s Macro-economic Volatility On The Stock Market Risk Premium
32.	Study On Co-movement Between Shanghai And World Stock Markets
33.	Stock Index Futures And Empirical Research Volatility Of The Stock Market Under The Impact Of Events
34.	A Study On The Interaction Effects Between RMB Exchange Rate And Industry Stock Index
35.	Mean-Variance Portfolio Selection For DC Pension Plans Under Multivariate GARCH Schemes
36.	The Studies Of Linkage Between Chinaâ€™s Stocks Market And The Corporate Bonds Market
37.	Empirical Research On The Timing Ability Of Chinese Open End Funds Based On The MV-GARCH Model
38.	The Research On Volatility Spillover Effect To A+H Cross-listed Stocks In China
39.	On Volatility Spillover Effects And Risk Contagion Mechanisms In Real Estate Markets
40.	The Research On The Management Of The Commercial Banks’ Exchange Rate Risk With The Method Of Value At Risk By GARCH
<<First <Prev Next> Last>> Jump to