GJR - GARCH模型对波动的非对称性研究发现,股市存在不对称性并且杠杆效应逐渐明显。
The study of asymmetry using GJR-GARCH and EGARCH models shows that there is an asymmetric effect in stock market and the leverage effect is distinct gradually.
GARCH类模型研究发现,两市波动性存在非对称性、溢出效应、杠杆效应。
The several GARCH models show that there is asymmetric and spillover effects and leverage effects between two markets.
负利率对房地产市场的扩张效应具有非对称性,我国房地产市场价格主要是由需求主导。
The expansion effect of negative interest rate to real estate market is unsymmetrical and the price is driven by the demand side.
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