结合上证综指和深圳成指的日收益率序列进行实证分析,经比较GARCH(1,1)-GED拟合效果更佳。
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.
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.
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.
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