Then we integrate the Shanghai and Shenzhen stock composite prices index and give some analysis. Through comparison, we find GARCH(1,1)-GED model is better than others.
2
沪深300指数从2005年成立以来,就成为了一个能够表现出上海和深圳股指的良好的指数。
From established in 2005, Shanghai and Shenzhen 300 Index has become an indication that the Shanghai and Shenzhen stock market characteristic.