In the security market, return-loss distribution exist the severe phenomenon of excess kurtosis and heavy tail;
证券市场上收益率分布存在严重的偏峰厚尾现象；
My results show that there are significantly volatility, excess kurtosis and heteroskedasticity, persistence and asymmetric effect in Chinese Stock Market.
实证结果表明：我国股价波动具有尖峰厚尾特征、异方差性特征和波动的持续性和非对称特征；
My results show that there are significantly volatility, excess kurtosis and heteroskedasticity, persistence and asymmetric effect in Chinese Stock Market.
实证结果表明：我国股价波动具有尖峰厚尾特征、异方差性特征和波动的持续性和非对称特征；
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