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机译:使用具有杠杆效应的随机条件范围模型进行波动率预测
School of FinanceAnhui University of Finance and EconomicsBengbu,China;
School of Banking and FinanceUniversity of International Business and EconomicsBeijing,China;
leverage effect; particle filters; price range; SCRL; volatility forecasting;
机译:Forecasting Volatility in Generalized Autoregressive Conditional Heteroscedastic (GARCH) Model with Outliers
机译:Conditional flow simulation: A stochastic forecast model
机译:Mixture distribution-based forecasting using stochastic volatility models
机译:Cyber-Range Federation and Cyber-Security Games: A Gamification Scoring Model
机译:The Impacts of Margin Trading on Rate of Return and Volatility in the Stock Market: A Study Using the SVAR Model and Panel Regressions =融资对股价收益与波动的影响特征研究——基于SVAR模型与面板模型的实证分析
机译:The Conditional Capm, Cross-section Returns and stochastic Volatility
机译:Transit Ridership Forecasting model:Reference manual