Research output per year
Research output per year
Search results
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2013
An improved historical simulation method to estimate the amount of refined oil retail value at risk VaR
Wan, Y. T., Zhang, Z. G. & Zhao, L. T., 2013, Resources and Sustainable Development. p. 1711-1718 8 p. (Advanced Materials Research; vol. 734-737).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
1 Citation (Scopus) -
Estimating the portfolio risk with Copula-GARCH-EVT method: Empirical study of carbon market
Li, T., Zhang, Z. G. & Zhao, L. T., 2013, Chemical and Mechanical Engineering, Information Technologies. p. 2175-2178 4 p. (Advanced Materials Research; vol. 791).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
3 Citations (Scopus) -
2011
An improved historical simulation method to estimate the amount of refined oil retail value at risk VaR
Wan, Y., Zhao, L., Zhang, Z. & Ai, D., 2011, 2011 International Conference on Multimedia Technology, ICMT 2011. p. 2401-2403 3 p. 6002623. (2011 International Conference on Multimedia Technology, ICMT 2011).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
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GARCH family model and its application in calculating stock index future VaR in Chinese market
Li, T., Zhang, Z., Zhao, L. & Ai, D., 2011, 2011 International Conference on Multimedia Technology, ICMT 2011. p. 5872-5874 3 p. 6002533. (2011 International Conference on Multimedia Technology, ICMT 2011).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
1 Citation (Scopus) -
The application review of GARCH model
Xu, J., Zhang, Z., Zhao, L. & Ai, D., 2011, 2011 International Conference on Multimedia Technology, ICMT 2011. p. 2658-2662 5 p. 6002504. (2011 International Conference on Multimedia Technology, ICMT 2011).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
5 Citations (Scopus)