Adf unit root test on time series with gjr - garch - skewt error term 利用加权对称估计量对季节性时间序列的单位根检验
Comparative research of goodness of fit between sv and garch models by likelihood ratio test 模型拟合优度比较的似然比检验
Multivariate garch modeling and its application in volatility analysis of chinese stock markets 建模及其在中国股市分析中的应用
We examine the impact mainly by means of variance equality test and garch model 本文的主要分析方法是方差相等检验和构建garch模型。
The comparative research between the sv and garch models on their abilities to describe financial time series 非最小相位线性非高斯序列的替代数据检验
We attempt to apply the garch technique to the measure of rmb exchange rate volatility risk in chapter three 在三章， garch方法被应用于人民币汇率波动的度量。
Chapter four is an research on the risk , return and fluctuation of our market 第四章运用garch模型对中国股票市场的市场波动特征以及市场波动和报酬间的关系进行实证分析。
From results we know that var values of two index based on garch ( 1 , l ) - t model is accuracy that others 由比较结果可知用garch ( l ， l )一t模型计算出的上海、深圳市场指数的var值比较准确。
The calculation results of shanghai and shenzhen stock markets testify the volatility persistence and bivariate garch effect in these two 对中国沪深股市进行了实证研究，验证了var波动的持续性。
