基于GARCH族模型的深证成指波动特征实证分析

付岱山,王楠

Empirical analysis on volatility characteristics of Shenzhen Component Index based on GARCH family models

FU Dai-shan,WANG Nan

沈阳工业大学学报(社科版) . 2018, (1): 32 -37 . DOI: 10.7688/j.issn.1674-0823.2018.01.06