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Application of ARCH Group Measurement Models in the Study of Financial Market
Author(s): 
Pages: 126-129
Year: Issue:  3
Journal: JOURNAL OF XIAMEN UNIVERSITY (ARTS & SOCIAL SCIENCES)

Keyword:  ARCH族计量模型金融市场应用;
Abstract: 对金融市场不确定性的探讨和实证分析,是现代金融研究的核心问题之一。近年发展起来的金融市场价格波动非线性时间序列模型及其分析方法,在理论探讨和实际应用方面,都取得迅速的进展,形成了ARCH族计量模型。利用这些模型可以分析我国金融市场的有效性,测度金融市场的系统风险,寻求最优动态元风险策略,帮助政府制订和完善金融政策。
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