This paper is an empirical study on the volatility of stock market in china-based on the long-term memory theory.
本文主要研究基于长记忆性的中国股票市场波动性的实证分析。股票市场充满不确定性。
Standing on the new viewpoint of fractional integration, KPSS test and LW test can find long memory of return and its volatility in Chinese stock market.
从分整特性的新视角，利用KPSS检验和LW检验对我国股市收益及其波动的记忆性特征进行了深入研究。
To solve the higher peak and fat tail phenomenon, immediate memory and asymmetric features, this paper formulate the volatility model of exchange rate returns using the ARFIMA-EGARCH-M model.
为了解决汇率收益率波动中的“尖峰厚尾”、中期记忆和非对称特征，提出了利用ARFIMA - EGARCH - M模型建立汇率收益率波动模型。
Third, the volatility and trading volume of China's stock market have a positive correlation, and there is a common long-term memory between them.
沪深两市波动率与交易量之间为正相关关系，且存在共同的长记忆性。
Third, the volatility and trading volume of China's stock market have a positive correlation, and there is a common long-term memory between them.
沪深两市波动率与交易量之间为正相关关系，且存在共同的长记忆性。
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