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。
Research and teaching: time series econometrics and empirical finance.
主要研究和教学领域：时间序列计量经济学、实证金融。
Volatility persistence, which have been found in many of time series of economic and finance, indicates that the risk is dependent each other.
波动持续性是广泛存在于经济和金融时间序列的一类普遍现象。
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