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The Applied Research of the ARCH Model in the Stock Market in China
Pages: 31-32
Year: Issue:  11
Journal: Xi'an Finance

Keyword:  股票市场 ARCH模型 EARCH模型;
Abstract: 本文利用ARCH类模型对我国深市综合指数的波动进行拟合,结果表明:EARCH模型对我国股市有较好的拟合效果。
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