The results show that the stock market returns and volatilities in China have long memory and persistence although they are not as strong as that of American stock market;
结果表明:中国股市收益率与波动性具有长记忆性,尽管收益率的长记忆性不如美国股市强;
The results show that the stock market returns and volatilities in China have long memory and persistence although they are not as strong as that of American stock market;
结果表明:中国股市收益率与波动性具有长记忆性,尽管收益率的长记忆性不如美国股市强;
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