Open AccessShenzhen Composite Index based on GARCH class model Research on Stock Market Volatility
Author(s) -
Yuanqiang Cai
Publication year - 2022
Publication title -
bcp business and management
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v28i.2136
Subject(s) - autoregressive conditional heteroskedasticity , volatility (finance) , leverage effect , composite index , econometrics , heteroscedasticity , volatility risk premium , stock market , economics , financial economics , stock market index , volatility smile , composite indicator , paleontology , horse , biology