Pages that link to "Item:Q369722"
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The following pages link to Measuring and forecasting volatility in Chinese stock market using HAR-CJ-M model (Q369722):
Displaying 13 items.
- Dynamical behaviors of a food-chain model with stage structure and time delays (Q1712252) (← links)
- Valuing catastrophe bonds involving credit risks (Q1718656) (← links)
- Performance evaluation of portfolios with margin requirements (Q1718776) (← links)
- A numerical study for robust active portfolio management with worst-case downside risk measure (Q1719373) (← links)
- Regret theory and equilibrium asset prices (Q1719375) (← links)
- Solvability for a fractional order three-point boundary value system at resonance (Q1724087) (← links)
- Extension of modified Polak-Ribière-Polyak conjugate gradient method to linear equality constraints minimization problems (Q1725277) (← links)
- Lattice methods for pricing American strangles with two-dimensional stochastic volatility models (Q2320671) (← links)
- Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
- Pricing decision under dual-channel structure considering fairness and free-riding behavior (Q2321428) (← links)
- Risk measurement for portfolio credit risk based on a mixed Poisson model (Q2321449) (← links)
- Linear control of fractional-order financial chaotic systems with input saturation (Q2321503) (← links)
- A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
