Arch model had been applied in the research of volatility of stock market by foreigners.
ARCH类模型已经被国外研究者广泛地运用到股票的波动性研究之中。
This paper is an empirical study on the volatility of stock market in china-based on the long-term memory theory.
本文主要研究基于长记忆性的中国股票市场波动性的实证分析。股票市场充满不确定性。
Second part introduces the relevant research on asymmetric volatility of stock market conducted by domestic and international scholar.
第二部分介绍国内外学者对于股票市场收益率波动不对称性的相关研究。
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