Garch-M模型 Garch-M model
GARCH-M mean 均值GARCH
factor-GARCH-M model 因子GARCH
improved GARCH-M model 改进的GARCH
bivariate GARCH-M model 二元GARCH
multivariate GARCH-M model 多元GARCH
Asymmetric Component GARCH-M model 非对称成分GARCH
Then we test the relation between expected returns and expected risk with the GARCH-M model.
然后，应用均值GARCH (GARCH - M)模型检验预期收益与预期风险的关系。
GARCH and GARCH-M models imply that the volatility is weakening, and investors who used to be risk preference have become risk aversion.
GARCH和GARCH - M模型结论表明股市波动趋缓，投资者由风险偏好转为风险厌恶。
This paper conducts empirical study of the relationship between stock price and trading volume with the help of data of some stocks and asymmetric component GARCH-M.
利用个股数据资料和非对称成分GARCH-M模型对中国股票市场的量价关系进行了实证研究。
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