Statistic descriptions indicate that the benefit of financial capitals in China has the characteristic of autoregressive conditional heteroskedasticity and abnormality.
通过对我国股价指数的统计描述，表明我国金融资产收益率存在自回归条件异方差特征，并表现出非正态性。
The turnover was used to measure the trading volume which was analyzed using the Autoregressive- Generalized Autoregressive Conditional Heteroskedasticity (AR- GARCH) model.
以市场换手率度量交易量，采用自回归广义自回归条件异方差（AR-GARCH）模型研究了中国股市交易量的时间系列。
The turnover was used to measure the trading volume which was analyzed using the Autoregressive- Generalized Autoregressive Conditional Heteroskedasticity (AR- GARCH) model.
以市场换手率度量交易量，采用自回归广义自回归条件异方差（AR-GARCH）模型研究了中国股市交易量的时间系列。
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