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鍙嬫儏鎻愮ず锛氭湰绔欐彁渚涘叏鍦�400澶氭墍楂樼瓑闄㈡牎鎷涙敹纰╁＋銆佸崥澹爺绌剁敓鍏ュ(xu茅)鑰冭│姝峰勾鑰冪爺鐪熼銆佽€冨崥鐪熼銆佺瓟妗�锛岄儴鍒嗗(xu茅)鏍℃洿鏂拌嚦2012骞�锛�2013骞�锛涘潎鎻愪緵鏀惰不(f猫i)涓嬭級銆� 涓嬭級娴佺▼锛� 鑰冪爺鐪熼 榛�(di菐n)鎿娾€�鑰冪爺瑭﹀嵎鈥濃€濅笅杓�; 鑰冨崥鐪熼 榛�(di菐n)鎿娾€�鑰冨崥瑭﹀嵎搴�鈥� 涓嬭級
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3085 瑷�(j矛)閲忕稉(j墨ng)婵�(j矛)瀛�(xu茅) 鍗氬＋鍏ュ(xu茅)鑰冨崥澶х侗锛�2017 鐗堬級
涓€銆佽€冭│绲勬垚
鏈绋嬭€冭│鐢卞叐閮ㄥ垎绲勬垚锛氳▓(j矛)閲忕稉(j墨ng)婵�(j矛)瀛�(xu茅)(80 鍒�)銆佸皥妤�(y猫)鑻辫獮锛�20 鍒嗭級锛岀附鍒� 100 鍒�銆�
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鍟忕瓟椤�銆佽▓(j矛)绠楀垎鏋愰銆佽瓑鏄庨銆佹渚嬪垎鏋愩€�
鈥滃皥妤�(y猫)鑻辫獮鈥濈殑鑰冭│椤屽瀷锛氳嫳璀饥銆佹饥璀嫳銆�
浜�銆佲€滆▓(j矛)閲忕稉(j墨ng)婵�(j矛)瀛�(xu茅)鈥濈殑鑰冨崥澶х侗
锛堜竴锛夎▓(j矛)閲忕稉(j墨ng)婵�(j矛)瀛�(xu茅)鍩烘湰鎬濇兂
1. 瑷�(j矛)閲忕稉(j墨ng)婵�(j矛)瀛�(xu茅)鐨勭稉(j墨ng)婵�(j矛)瀛�(xu茅)灞€�
2. 瑷�(j矛)閲忕稉(j墨ng)婵�(j矛)瀛�(xu茅)鑸囩当(t菕ng)瑷�(j矛)瀛�(xu茅)鐨勮伅(li谩n)绯昏垏宸暟
3. 瑷�(j矛)閲忕稉(j墨ng)婵�(j矛)瀛�(xu茅)鐨勯倧杓�
锛堜簩锛� 鏈€灏忎簩涔樹及瑷�(j矛)鑸囩稉(j墨ng)鍏稿亣瑷�(sh猫)
1. 鍥炴妯″瀷鐨勫熀鏈亣瑷�(sh猫)
2. 鍙冩暩(sh霉)浼拌▓(j矛)鐨勬櫘閫氭渶灏忎簩涔樻硶(0LS)
3. 灏忎簩涔樹及瑷�(j矛)閲忕殑绲�(t菕ng)瑷�(j矛)鎬ц唱(zh矛)
4. 鍥炴妯″瀷鐨勭当(t菕ng)瑷�(j矛)妾㈤(y脿n)
5. 鏀惧鍩烘湰鍋囧畾鐨勬ā鍨�
鐣版柟宸€�
搴忓垪鐩搁棞(gu膩n)鎬�
澶氶噸鍏辩窔鎬�
闅ㄦ(j墨)瑙ｉ噵璁婇噺鍟忛
锛堜笁锛夌稉(j墨ng)鍏告儏褰㈢殑鎿�(ku貌)灞�
1. 铏涙摤璁婇噺妯″瀷
2. 婊悗璁婇噺妯″瀷
3. 妯″瀷瑷�(sh猫)瀹氬亸瑾ゅ晱椤�
4. 閬烘紡瑙ｉ噵璁婇噺
5. 妯″瀷瑷�(sh猫)瀹氳宸晱椤�
锛堝洓锛� 闈炵窔鎬у晱椤�
1. 璁婇噺闁撶殑闈炵窔鎬ч棞(gu膩n)绯�
2. 闈炴(bi膩o)婧�(zh菙n)绶氭€у洖姝告ā鍨嬬殑绶氭€у寲鏂规硶
3. 鍙窔鎬у寲鐨勯潪绶氭€у洖姝告ā鍨嬬殑绶氭€у寲鏂规硶
4. 涓嶅彲绶氭€у寲鐨勯潪绶氭€у洖姝告ā鍨嬬殑绶氭€у寲浼拌▓(j矛)鏂规硶
锛堜簲锛� 鑱�(li谩n)绔嬫柟绋嬬祫
1. 鑱�(li谩n)绔嬫柟绋嬬祫妯″瀷鐨勫(sh铆)璩�(zh矛)鑸囧舰寮�
2. 鑱�(li谩n)绔嬫柟绋嬬祫妯″瀷鐨勮瓨鍒�
3. 鑱�(li谩n)绔嬫柟绋嬬祫妯″瀷鐨勪及瑷�(j矛)鏂规硶
4. 妯″瀷鐨勬椹�(y脿n)鑸囨噳(y墨ng)鐢�
锛堝叚锛夐潰鏉挎暩(sh霉)鎿�(j霉)妯″瀷
1. 铏涙摤璁婇噺鐨勪娇鐢�
2. 鍥哄畾鏁堟噳(y墨ng)妯″瀷
3. 闅ㄦ(j墨)鏁堟噳(y墨ng)妯″瀷
4. 妯″瀷閬告搰鐨勮豹鏂浖妾㈤(y脿n)
锛堜竷锛� ARMA 妯″瀷
1. 骞崇┅(w臎n)鎬ц垏闅ㄦ(j墨)娓歌蛋
2. ARMA 寤烘ā
3. ARIMA 寤烘ā
锛堝叓锛� 鍚戦噺鑷洖姝告ā鍨�
1. 鏂圭▼绲勮畩閲忕殑鍏�(n猫i)鐢熸€�
2. 鍚戦噺鑷洖姝稿缓妯�
3. 鏂瑰樊鍒嗚В
4. 鑴堟矕闊挎噳(y墨ng)
锛堜節锛� 鍗�(xi茅)鏁村晱椤�
1. 绶氭€фā鍨嬬殑鍋藉洖姝稿晱椤�
2. 鍗�(xi茅)鏁存蹇佃垏妾㈤(y脿n)
3. 鏍艰槶鏉板洜鏋滄椹�(y脿n)
4. 瑾ゅ樊淇妯″瀷
锛堝崄锛� GARCH 妯″瀷
1. 骞崇┅(w臎n)鎬ц垏娉㈠嫊鎬ц仛闆�
2. 姊濅欢鐣版柟宸蹇�
3. ARCH 寤烘ā
4. GARCH 寤烘ā
锛堝崄涓€锛� 浜屽厓閬告搰鍟忛
1. 浜屽厓绶氭€фā鍨�
2. Logit 妯″瀷
3. Probit 妯″瀷
涓夈€佲€滃皥妤�(y猫)鑻辫獮鈥濈殑鑰冨崥澶х侗
鑰冭│褰㈠紡鐐鸿嫳璀腑鍜屼腑璀嫳锛岃獮鏂欎締鑷稉(j墨ng)婵�(j矛)瀛�(xu茅)鍦嬮殯涓绘祦鏈熷垔鐨勮嫳鏂囨憳瑕�锛屽寘鎷絾涓嶉檺浜庯細
Journal of Econometrics, Journal of International Economics, Journal of Monetary
Economics, Journal of Development Economics 锛� Journal of Finance, Journal of
Financial Economics銆�
鍏嶈铂(z茅)鑱叉槑锛氭湰鏂囩郴杞�(zhu菐n)杓夎嚜缍�(w菐ng)绲�(lu貌)锛屽鏈変镜鐘�锛岃珛鑱�(li谩n)绯绘垜鍊戠珛鍗冲埅闄わ紝鍙︼細鏈枃鍍呬唬琛ㄤ綔鑰呭€�(g猫)浜鸿榛�(di菐n)锛岃垏鏈恫(w菐ng)绔欑劇闂�(gu膩n)銆傚叾鍘熷壍(chu脿ng)鎬т互鍙婃枃涓櫝杩版枃瀛楀拰鍏�(n猫i)瀹规湭缍�(j墨ng)鏈珯璀夊(sh铆)锛屽皪鏈枃浠ュ強鍏朵腑鍏ㄩ儴鎴栬€呴儴鍒嗗収(n猫i)瀹�銆佹枃瀛楃殑鐪熷(sh铆)鎬с€佸畬鏁存€�銆佸強鏅�(sh铆)鎬ф湰绔欎笉浣滀换浣曚繚璀夋垨鎵胯锛岃珛璁€鑰呭儏浣滃弮鑰�锛屽苟璜嬭嚜琛屾牳瀵�(sh铆)鐩搁棞(gu膩n)鍏�(n猫i)瀹�銆�
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鏂囩珷鎼滅储
鎮ㄧ従(xi脿n)鍦ㄧ殑浣嶇疆锛� 
