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GARCH-Type Model with Continuous and Jump Variation for Stock Volatility and Its Empirical Study in China

机译：具有持续和跳跃变化的加粗型模型及股票波动性及其在中国的实证研究

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Huannan Zhang; Qiujun Lan;
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年度 2014
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正文语种 eng
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专利

1. GARCH-Type Model with Continuous and Jump Variation for Stock Volatility and Its Empirical Study in China [J] . Huannan Zhang, Qiujun Lan Mathematical Problems in Engineering . 2014,第pta1期

机译：中国股市波动连续跳跃的GARCH型模型及其实证研究
2. GARCH-Type Model with Continuous and Jump Variation for Stock Volatility and Its Empirical Study in China [J] . HuannanZhang, QiujunLan Mathematical Problems in Engineering: Theory, Methods and Applications . 2014,第4期

机译：中国股市波动连续跳跃的GARCH型模型及其实证研究
3. GARCH-Type Model with Continuous and Jump Variation for Stock Volatility and Its Empirical Study in China [J] . HuannanZhang, QiujunLan Mathematical Problems in Engineering: Theory, Methods and Applications . 2014,第1期

机译：中国股市波动连续跳跃的GARCH型模型及其实证研究
4. CSR Disclosure and Stock Return Volatility in China: An Empirical Study Based on Panel Data Models [C] . Xin Yang Management Science Informatization and Economic Innovation Development Conference . 2020

机译：中国证监会披露和股票回报波动性：基于面板数据模型的实证研究
5. Modeling Volatility for the Chinese Stock Markets [D] . Du, Kuixi. 2018

机译：中国股票市场波动率建模
6. The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks [O] . Yin Liao -1

机译：建模的好处是可以预测风险的实际波动率：来自中国大陆股票的证据
7. Study on the Effects of Monetary Policy on Continuous and Jump Volatility of China's Stock Markets [O] . 赵华, 黄梨梨 2012

机译：货币政策对中国股票市场持续波动和跳跃性波动的影响研究

GARCH-Type Model with Continuous and Jump Variation for Stock Volatility and Its Empirical Study in China

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