In this paper, We analyses the volatility asymmetry of the "bull " and "bear" market (i. e. sample), using generalized error distributed EGARCH (1,1) model in Small plate market.
运用广义误差分布的EGARCH（1，1）模型，分析中小板市场“牛市”和“熊市”行情（即样本）的波动非对称性。
In this paper, We analyses the volatility asymmetry of the "bull " and "bear" market (i. e. sample), using generalized error distributed EGARCH (1,1) model in Small plate market.
运用广义误差分布的EGARCH（1，1）模型，分析中小板市场“牛市”和“熊市”行情（即样本）的波动非对称性。
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