The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index.
结果表明,深证成指周收益率序列的波动性可以用GARCH模型进行很好的拟合。
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。
The paper suggests clustering the return series of industrial indexes stage by stage to explore the relations among industries and their evolution course.
文章提出对行业指数收益率序列分阶段进行聚类分析的动态分析方法,以考察行业间的相互关系及其演化过程。
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