Applying the Voter model and the theory of stopping time, we construct the return process of a stock in a stock market. From this return process, we can derive the corresponding stock price process.

本文就是应用随机过程理论来建立选举模型，再应用选举模型和停时理论建立了股票收益过程，进而得到了股票价格过程。

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In order to learn the abnormal return of the Chinese stock market, we consider the Poisson jump diffusion process trying to capture the jump behaviors of the Chinese and American stock market.

为了研究股市的异常波动，本文引入泊松跳跃过程来刻画中国与美国股市的跳跃行为。

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The Lagrange multiplier (LM) test verifies that the return series of shanghai stock markets is an ARCH process.

通过拉格朗日检验（LM），发现上海股市的日收益率服从ARCH过程。

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The Lagrange multiplier (LM) test verifies that the return series of shanghai stock markets is an ARCH process.

通过拉格朗日检验（LM），发现上海股市的日收益率服从ARCH过程。

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