GARCH and GARCH-M models imply that the volatility is weakening, and investors who used to be risk preference have become risk aversion.
GARCH和GARCH - M模型结论表明股市波动趋缓，投资者由风险偏好转为风险厌恶。
GARCH and GARCH-M models imply that the volatility is weakening, and investors who used to be risk preference have become risk aversion.
GARCH和GARCH - M模型结论表明股市波动趋缓，投资者由风险偏好转为风险厌恶。
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