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Traditional study has some limitation on GARCH models to describe VAR in a market of great volatility, so the purpose of this paper is to look for an effective GARCH model for measuring VAR value of the market risk of open-ended funds. This paper adopted variance-covariance method and introduced the GARCH series models to calculate the conditional variance for VaR value. The authors used the GARCH...
A simultaneous airborne, satellite and ground based remote sensing experiment which is aiming to improve the observability, understanding, and predictability of hydrological and related ecological processes at catchmental scale is implemented in a typical inland river basin of northwest China. The experiment is composed of the cold region, forest, and arid region hydrological experiments as well as...
A mathematical model for describing large-scale long-term generation scheduling in electricity market environment is presented, with the bidding strategies of generation units under different load levels and maintenance constraints taken into account. During the last few years, energy saving and emission control has become an important issue with extensive concern, especially in China, so emission...
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