Mathematics in Practice and Theory 2009 Issue 20 The Forecast Performance of Two Style GARCH Models and Portfolio VaR Computation

The Forecast Performance of Two Style GARCH Models and Portfolio VaR Computation
lv zuo ; chen rong da ; liu jian bo

..............page:41-47

Resident Consumption Level Assessment Model and Its Application Based on Multivariate Statistical Analysis
ma zhi ming ; geng sheng ling ; shang ci

..............page:48-52

The System Analysis and Risk Simulation of Gas Transportation Pipeline
zhang chuan ping ; zhang yi

..............page:1-9

The Study of Ruin Probabilities for Subexponential Insurance Claims Distributed by S
wang xin jun ; wu jian hua ; zhang ying

..............page:10-15

An EOQ Model with Two Substituting Items
xu de ying ; bai qing guo

..............page:16-24

Efficiency Analysis of Life Insurance Company Based on Correlative Analysis and DEA Model
wang jian hong ; lu zhi feng ; xue wei

..............page:25-30

Interactive Method Based on Similarity Degree and Satisfactory Degree of Alternative for Uncertain Multi-attribute Decision-making
zhou hong an

..............page:35-40

Similarity Algorithm and Its Application on the Data Optimization Partition
zhan tang sen ; lin wei zhong

..............page:31-34

The Test for Chaotic Attractor in China\'s FDI Inflow and Its Nonlinear Dynamic Prediction: Based on Logistic Models
ma jing ; zhao guo qing

..............page:61-72

The Robust Emergency Logistics System Based on Uncertain Demand
wang jing ; zhang ling ; huang jun ; tang feng

..............page:53-60

The Application of Grey Forecast in the Agriculture, Forestry, Animal Husbandry and Fishery\'s Development
guo jin hai ; zhang san xia

..............page:79-85

Improved CATSMLP Algae Pollution Warning
xu hua ; xue heng xin ; xu wen bo

..............page:73-78

Weapon-target Assignment Problem Based on Improved ACA
liu jian xin ; song yi sheng ; lu hou qing ; he lei

..............page:92-99

The Research about Outbreak of Hand, Foot and Mouth Disease in Fu-yang China, in 2008
zhao yong nan ; liu ping ; shi jun ping ; wang yu wen

..............page:86-91

Probability OWA Operator and Its Application to Multi-Attribute Decision Making
huang xian jiu ; zhu chuan xi ; chen chun fang ; wu lin

..............page:111-116

A New Algorithm for the Least Orthogonal Absolute Deviation Regression Based on the Threshold Accepting Algorithm
wang fu chang ; cao hui rong ; an xia

..............page:122-128

Modelling and Analysis of a Prey-predator System with Bedding-Deangelis Functional Response and Harvesting
gang yi ; zhang feng qin

..............page:117-121

Estimation of Parameters of Mixed Generalized Pareto Distribution
liu mei ; tang yin cai

..............page:106-110

Minimizing the Total Completion Time on Processing Batch Machines
tian le ; zhao chuan li

..............page:100-105

Embedding Theorem of Prefix Code
zhao ping ; hu si gui ; hu hua bi

..............page:162-165

Metric Structures on MV-Algebras and an Application to Multiple-Valued Logic
zhao xiao dong ; zhang jia lu

..............page:153-161

A New Wide-Neighborhood Predictor-Corrector Interior-Point Algorithm for the P_* (k)-matrix Linear Complementarity Problem
lv yan li ; zhang ming wang

..............page:143-152

On the Asymptotic Property of k-free D. H. Lehmer Number
ren gang lian

..............page:139-142

Comparative Study on Rough Approximation of Lattice
yang xiao ping

..............page:133-138

The Application of Graph Theory on Discrete Event Dynamic Systems
xie zuo ; liu hong mei ; zeng zuo ru

..............page:129-132

Cartan Type Modular Lie Superalgebra H(0,n)
mu qiang

..............page:199-203

Convergence of the Commom Fixed Points for a Countable Family of Nonexpansive Mappings
zhou yin ying ; cao jian tao ; he zhen

..............page:193-198

On the Asymptotic Behavior of Solutions of Third-Order Nonlinear Differential Equations
zhou yun ming ; yu yuan hong

..............page:188-192

Koszul Algebras of Finite Complexity
wang lei ; yao hai lou ; ping yan ru

..............page:182-187

A Note of Fuzzy Synthetic Evaluation Criterion
lv jie neng ; zhang shi qiang ; jiang zuo ; zhang lei

..............page:172-176

Research on Improvement of Stein Estimators
xu ping ; liu li wei

..............page:166-171

Existence and Mulplicity of Monotone Positive Solutions for A Class of Three-order Two-point Boundary Value Problems
yang cheng ; liu wen bin ; shi zuo dong ; chen hai liang

..............page:177-181

Bayes Inference for the Loss and Risk Function in Levy Distribution Parameter Estimation
xu mei ping ; xiong ling chun

..............page:221-226

Multiplicity of Solutions for a Fourth Order Difference Equation Boundary Problem
hao hui qin ; zhang jian wen

..............page:217-220

The Elementary Solution of a Kind of Second Order Differential Equation with Variable Coefficient
liang hong liang ; xu hua wei

..............page:213-216

Interaction of Short Pulses in a One-dimension 3×3 Nonlinear System
yuan ming sheng ; zou jie tao ; zhang jian guo ; wang ya guang

..............page:204-209

A Kind of Clifford Semigroup\'s Portray
deng lun zhi ; xu bo

..............page:210-212