Empirical results on Chinese stock market indicate that stochastic volatility model based on the two index outperforms those based on one index in capturing volatility character and market risk.
利用中国股市数据进行的实证结果表明，与单测度指标的随机波动率模型相比，基于两个测度指标的随机波动率模型能更好地描述股票市场波动率和市场波动风险。
Empirical results on Chinese stock market indicate that stochastic volatility model based on the two index outperforms those based on one index in capturing volatility character and market risk.
利用中国股市数据进行的实证结果表明，与单测度指标的随机波动率模型相比，基于两个测度指标的随机波动率模型能更好地描述股票市场波动率和市场波动风险。
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