Open AccessThe Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution
Author(s) -
Xu Han,
Jihong Kong
Publication year - 2020
Publication title -
open journal of social sciences
Language(s) - English
Resource type - Journals
eISSN - 2327-5960
pISSN - 2327-5952
DOI - 10.4236/jss.2020.812028
Subject(s) - volatility (finance) , econometrics , composite index , asymmetry , stock market index , stock (firearms) , stochastic volatility , forward volatility , economics , statistics , mathematics , stock market , physics , geography , composite indicator , context (archaeology) , archaeology , quantum mechanics