• To describe financial market volatility, the paper focuses on some mathematical models, including ARCH and GARCH models.

    刻画金融市场波动相关模型进行描述,主要包括ARCHGARCH模型。

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  • This paper simulates the volatility of Shanghai stock index by ARCH Models and the result shows that GARCH (1, 1) model is effective in the simulation of the volatility of Shanghai stock index.

    利用ARCH模型上证指数波动进行了拟合,结果表明GARCH1,1)模型上证指数波动具有较好的拟合效果

    youdao

  • This paper simulates the volatility of Shanghai stock index by ARCH Models and the result shows that GARCH (1, 1) model is effective in the simulation of the volatility of Shanghai stock index.

    利用ARCH模型上证指数波动进行了拟合,结果表明GARCH1,1)模型上证指数波动具有较好的拟合效果

    youdao

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