The several GARCH models show that there is asymmetric and spillover effects and leverage effects between two markets.
GARCH类模型研究发现，两市波动性存在非对称性、溢出效应、杠杆效应。
The several GARCH models show that there is asymmetric and spillover effects and leverage effects between two markets.
GARCH类模型研究发现，两市波动性存在非对称性、溢出效应、杠杆效应。
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