ISSN 1008-2204
CN 11-3979/C

股票市场波动性研究——基于ARMA-TGARCH-M模型的实证分析

刘湖 王莹

刘湖, 王莹. 股票市场波动性研究——基于ARMA-TGARCH-M模型的实证分析[J]. 北京航空航天大学学报社会科学版, 2017, 30(4): 56-66. doi: 10.13766/j.bhsk.1008-2204.2015.0350
引用本文: 刘湖, 王莹. 股票市场波动性研究——基于ARMA-TGARCH-M模型的实证分析[J]. 北京航空航天大学学报社会科学版, 2017, 30(4): 56-66. doi: 10.13766/j.bhsk.1008-2204.2015.0350
LIU Hu, WANG Ying. Study on Volatility of Stock Market:Empirical Analysis Based on ARMA-TGARCH-M Model[J]. Journal of Beijing University of Aeronautics and Astronautics Social Sciences Edition, 2017, 30(4): 56-66. doi: 10.13766/j.bhsk.1008-2204.2015.0350
Citation: LIU Hu, WANG Ying. Study on Volatility of Stock Market:Empirical Analysis Based on ARMA-TGARCH-M Model[J]. Journal of Beijing University of Aeronautics and Astronautics Social Sciences Edition, 2017, 30(4): 56-66. doi: 10.13766/j.bhsk.1008-2204.2015.0350

 

                 

              

                     

                 

                    

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