Open AccessEmpirical Research on Hong Kong Stock Index Futures Based on GARCH Model
Author(s) -
白光 蔡
Publication year - 2018
Publication title -
advances in applied mathematics
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2324-7991
pISSN - 2324-8009
DOI - 10.12677/aam.2018.72020
Subject(s) - autoregressive conditional heteroskedasticity , heteroscedasticity , futures contract , econometrics , volatility (finance) , futures market , stock market index , economics , index (typography) , conditional variance , stock index futures , stock market , financial economics , computer science , geography , context (archaeology) , archaeology , world wide web
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