全部

1·Besides, GARCH model could solve the problem of the clustered rate of return.

对于收益率簇集性的特点，GARCH模型很好得解决了这个问题。

2·Finally, this paper USES GARCH model regressing the portfolio return time series.

文章最后用GARCH模型对组合收益率时间序列进行了模拟。

3·Secondly, we estimated volutation used GARCH(1,1) considering the return rate fluctuation.

然后考虑到收益率波动的时变性，用GARCH（1，1）模型来估计波动率。

4·Then we test the relation between expected returns and expected risk with the GARCH-M model.

然后，应用均值GARCH (GARCH - M)模型检验预期收益与预期风险的关系。

5·The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index.

结果表明，深证成指周收益率序列的波动性可以用GARCH模型进行很好的拟合。

6·For the univariate case, we discuss two kinds of dynamic models: GARCH type model and regime switching model.

对于单变量的情况，本文讨论了两种动态模型：GARCH类型模型和状态转换模型。

7·At present, the GARCH models are the most common use models in analyzing the return volatility of financial markets.

当前，用于研究金融市场收益率波动最为常用的是GARCH族模型。

8·The results show the method of calculation VaR of GARCH model is effective in risk management of China's stock market.

实证研究表明，GARCH模型的V aR计算方法对我国股市风险的管理有较好的效果。

9·The several GARCH models show that there is asymmetric and spillover effects and leverage effects between two markets.

GARCH类模型研究发现，两市波动性存在非对称性、溢出效应、杠杆效应。

10·The repo rate of the national bond is analyzed and ARIMA and GARCH models related to the rate are established in this paper.

以国债回购利率为研究对象，分别建立ARIMA及GARCH模型，并比较这两种模型的预测能力。