Based on Generalized Error Distribution, this paper analyses the stock profit and volatility in Shanghai stock market at different stages, using the family of GARCH models.
采用基于广义误差分布的GARCH类模型，对上海证券市场的收益和波动进行分阶段研究。
Based on Generalized Error Distribution, this paper analyses the stock profit and volatility in Shanghai stock market at different stages, using the family of GARCH models.
采用基于广义误差分布的GARCH类模型，对上海证券市场的收益和波动进行分阶段研究。
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