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Early Warning of American Stock Market Crises Based on Volatility Model Conference paper
Zhu, Simu. Early Warning of American Stock Market Crises Based on Volatility Model[C], 2022, 486-492.
Authors:  Zhu, Simu
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date：2022/05/17
Arma-garch Model  Early Warning Of Crises  Value At Risk  Volatility Clustering Effect  
Ensemble Forecasting of Value at Risk via Multi Resolution Analysis based Methodology in Metals Markets Journal article
He, Kaijian, Lai, Kin Keung, Yen, Jerome. Ensemble Forecasting of Value at Risk via Multi Resolution Analysis based Methodology in Metals Markets[J]. EXPERT SYSTEMS WITH APPLICATIONS, 2012, 39(4), 4258-4267.
Authors:  He, Kaijian;  Lai, Kin Keung;  Yen, Jerome
Favorite | TC[WOS]:18 TC[Scopus]:20  IF:7.5/7.6 | Submit date：2019/12/05
Time Series Model  Nonlinear Ensemble Algorithm  Value At Risk  Neural Network  Wavelet Analysis  Multi Resolution Analysis  
Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis Conference paper
Kaijian He, Kin Keung Lai, Jerome Yen. Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis[C], 2010, 381-385.
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite | TC[Scopus]:0 | Submit date：2019/12/10
Value At Risk Model  Morphological  Component  Analysis  Arma-garch Model