原创：上海股票市场波动的非对称性和杠杆效应研究 - 管理财经 - xzbu.com 中国论文网 关键词:价格波动;ARCH模型;非对称性;杠杆效应 [gap=401]Key Words:price fluctuations,ARCH model,asymmetry,leverage
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Generalized ARCH Model 模型 ; 差模型 ; 回归条件异质变异数模型
high times ARCH model 高次ARCH模型
two-way truss-arch model 双向桁架拱模型
co-integration model and arch model 协整模型与arch模型
arch arch model arch类模型
stut arch model 桁架一拱模型
arch model class arch模型族
The ARCH model and the nerval net model are often used in the model economic pre-warning.
模型预警法常使用ARCH模型预警与人工神经网络模型预警。
Then, we use the ARCH model to analyze the market price index and find that the ARIMA model is better than the ARCH model.
然后运用ARCH模型进行分析，经过比较发现在对我国物价指数的分析上，ARIMA模型的效果要好于ARCH模型。
ARCH model is a kind of dynamic non-linear time series model. It has widely used in the field of the finance and economic.
ARCH族模型是动态非线性的股票定价模型，它在金融和经济领域具有广阔的应用前景。
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