中國股票市場的股票收益與波動關係研究 An Empirical Study on the Relation between Stock Return and Volatility in the China Stock Markets
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All Author(s) List陳 工孟, 芮萌
Journal name系統工程理論與實踐
Year2003
Month10
Volume Number10
Publisher北京中關村中科院數學與系統科學研究院 <系統工程理論與實踐> 編輯部
Place of Publication中國, 北京
Pages12 - 22
LanguagesChinese-Traditional
Keywords中國股票市場; 廣义自回歸條件異方差模型(GARCH)

Last updated on 2021-07-05 at 11:16