This conclusion is proved in the volatility spillover effect model.
这一结论在波动溢出效应模型中也得到了验证。
If there is volatility spillover effect on growth, moderate volatility will promote growth.
如果波动性对于增长水平存在“溢出效应”，则适度经济波动将促进经济增长。
The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect.
本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。
The volatility spillover effect between representative warrants in China warrants market and the underlying securities is examined using cross-spectral analysis.
通过互谱分析实证研究了中国权证市场具有代表性的权证与其标的证券之间的波动溢出效应。
Volatility spillover effect means that the volatility of a financial market is influenced not only by the historical volatility of its own, but also by the volatility of other markets.
波动溢出效应是指一个金融市场的波动不仅受到本身历史波动程度的影响，而且还可能会受到其他市场波动程度的制约。
Volatility spillover effect means that the volatility of a financial market is influenced not only by the historical volatility of its own, but also by the volatility of other markets.
波动溢出效应是指一个金融市场的波动不仅受到本身历史波动程度的影响，而且还可能会受到其他市场波动程度的制约。
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