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
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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