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Self-Weighted Quasi-Maximum Likelihood Estimators for a Class of MA-GARCH Model Journal article
Xie, Danni, Liang, Xin, Liang, Ruilin. Self-Weighted Quasi-Maximum Likelihood Estimators for a Class of MA-GARCH Model[J]. Symmetry, 2022, 14(8), 1723.
Authors:  Xie, Danni;  Liang, Xin;  Liang, Ruilin
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.2/2.3 | Submit date：2023/01/30
a Class Of Ma-garch Model  Asymptotic Normatity  The Consistency  The Self-weighted Quasi-maximum Likelihood Estimation  
Early Warning of American Stock Market Crises Based on Volatility Model Conference paper
Zhu, Simu. Early Warning of American Stock Market Crises Based on Volatility Model[C], 2022, 486-492.
Authors:  Zhu, Simu
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date：2022/05/17
Arma-garch Model  Early Warning Of Crises  Value At Risk  Volatility Clustering Effect  
A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets Book chapter
出自: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, London:Palgrave Macmillan UK, 2010, 页码:49-73
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite | TC[Scopus]:1 | Submit date：2019/11/01
Stock Market  Stock Return  Garch Model  Conditional Volatility  Chinese Stock Market  
Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis Conference paper
Kaijian He, Kin Keung Lai, Jerome Yen. Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis[C], 2010, 381-385.
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite | TC[Scopus]:0 | Submit date：2019/12/10
Value At Risk Model  Morphological  Component  Analysis  Arma-garch Model