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浏览/检索结果: 共9条，第1-9条 帮助 限定条件 专题：山东大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 MONETARY SHOCKS AND STOCK MARKET FLUCTUATIONS: WITH AN APPLICATION TO THE CHINESE STOCK MARKET 期刊论文 SINGAPORE ECONOMIC REVIEW, 2017, 卷号: 62, 期号: 4, 页码: 875-904 作者:  Zhang, Bo;  Hu, Jinyan;  Jiang, Mingming;  Guo, Feng 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/12 Monetary shocks  stock market fluctuations  MSVAR-EGARCH model   Wind power forecasting based on ARIMA-EGARCH-M-GED model 期刊论文 Energy Education Science and Technology Part A: Energy Science and Research, 2013, 卷号: 31, 期号: 4, 页码: 2751-2756 作者:  Zhao, Yanlei;  Liu, Xueting;  Li, Hongkui 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/23 The variable weights buffer first-entry grey ARMA-EGARCH-M combined forecasting model 期刊论文 Energy Education Science and Technology Part A: Energy Science and Research, 2013, 卷号: 31, 期号: 4, 页码: 2747-2750 作者:  Zhao, Yanlei;  Liu, Xueting;  Li, Hongkui 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/23 Probability distribution function of wind power variations based on the MSTV-EGARCH model 期刊论文 Information Technology Journal, 2013, 卷号: 12, 期号: 22, 页码: 6897-6900 作者:  Liu, Xueting;  Wang, Youquan 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/23 Wind speed forecasting based on ARFIMA-EGARCH model 期刊论文 BioTechnology: An Indian Journal, 2013, 卷号: 8, 期号: 4, 页码: 559-562 作者:  Liu, Xueting;  Wang, Youquan 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/23 Technique for Verifying the Accuracy of Time-varying CVaR Models 会议论文 3rd international Conference on Risk Management and Global e-Business, AUG 10-12, 2009 作者:  Li Shu-shan 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/31 time-varying CVaR models  time-varying VaR models  likelihood ratio  technique of normalization  EGARCH model   Two-fold volatility models based on CAPM and estimate of VaR 会议论文 International Conference on Risk and Reliability Management (RRM 2008), NOV 10-12, 2008 作者:  Li, Shu-shan;  Dai, Zhen-xiang 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/31 VaR  CAPM model  two-fold GARCH model  two-fold EGARCH model   CVaR-EGARCH-GED Model and Its Application in Chinese Financial Field 会议论文 Conference of the International-Institute-of-Applied-Statistics-Studies, 2008 作者:  Li Weidong;  Li Shushan 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/31 Value at Risk (VaR)  Conditional Value at Risk (CVaR)  EGARCH Model  Generalized Error Distribution (GED)   CAPM-D-EGARCH Model and Empirical Study 会议论文 Conference of the International-Institute-of-Applied-Statistics-Studies, 2008 作者:  Li Shushan 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/31 VaR  CAPM Model  CAPM-D-EGARCH Model