Font Size: a A A
Keyword [Multivariate GARCH Model]
Result: 1 - 20 | Page: 1 of 2
1. Multivariate GARCH Model And Its Application In VaR
2. The Impact Of Mutual Funds On The Volatility Of China's Stock Markets
3. Sequential-BEKK Multivariate GARCH Model And Its Application In The Stock Market
4. An Emperical Study About The Interaction Among The U.S., Japan And China's Exchange Rates Based On The Multivariate GARCH Model
5. Based On The Garch Model Of Stock Market Volatility Characteristics And Correlation Analysis
6. The Evaluation Model Based On Multivariate Garch Model Of International Metal Futures Market Investment Risk
7. Empirical Analysis Of Volatility Spillover Effects Between Domestic And Foreign Stock Markets: Against The Background Of Sub-prime Mortgage Crisis
8. Study Of Dynamic Hedging Based On The Laplace Distribution Multivariate GARCH Model
9. The Dynamic Hedging Effectiveness: Evidence From CSI300
10. Study On Volatility Characteristics Of The Rate Of Return In The Chinese Open-ended Funds Market
11. Long Memory And Non-Liner Time Varying Correlation Between Price Volatility And Trading Volume In Chiniese Stock Market
12. A Comparative Study Between Multivariate GARCH Model And Stochastic Volatility Model
13. A Study On The Liquidity Spillover Effect Based On Multivariate Garch Model
14. Research On The Hedge Ratio And The Hedge Results Of CSI300Stock Index Futures With Basis Effect
15. The Research On Measurement And Avoidance Of Exchange Rate Risk Of Foreign-related Enterprises Based On GARCH-CVaR Model
16. A Study On The Dynamic Hedge Ratio Based VaR Objective Function And Multivariate GARCH Model
17. Analysis Of The Shanghai Securities Industry Sector Index Based On VaR Method And Multivariate GARCH Model
18. Empirical Research For Optimal Hedging Ratio And Portfolio Of Stock Index Futures
19. An Empirical Study On The Impact Of China‚Äôs Macro-economic Volatility On The Stock Market Risk Premium
20. Study On Co-movement Between Shanghai And World Stock Markets
  <<First  <Prev  Next>  Last>>  Jump to