采用基于广义误差分布的GARCH类模型，对上海证券市场的收益和波动进行分阶段研究。

Based on Generalized Error Distribution, this paper analyses the stock profit and volatility in Shanghai stock market at different stages, using the family of GARCH models.

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运用广义误差分布的EGARCH（1，1）模型，分析中小板市场“牛市”和“熊市”行情（即样本）的波动非对称性。

In this paper, We analyses the volatility asymmetry of the "bull " and "bear" market (i. e. sample), using generalized error distributed EGARCH (1,1) model in Small plate market.

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运用广义误差分布的EGARCH（1，1）模型，分析中小板市场“牛市”和“熊市”行情（即样本）的波动非对称性。

In this paper, We analyses the volatility asymmetry of the "bull " and "bear" market (i. e. sample), using generalized error distributed EGARCH (1,1) model in Small plate market.

youdao