Behavior of Stock Return's Volatility and Forecasting Model

被引：0
|
作者：
Lou Xiaofei [1 ]
机构：
[1] Shanghai Univ Sport, Inst Econ & Management, Shanghai 200438, Peoples R China
来源：
STATISTIC APPLICATION IN SCIENTIFIC AND SOCIAL REFORMATION | 2010年
关键词：
Volatility behavior; GARCH; Forecasting model;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This thesis focuses on the behavior characteristics to valuate the volatility models. Then the behavior characteristics of stock return's volatility such as time varying, persistence, long memory and asymmetric are analyzed. We arrive at the better volatility model based on several models' characteristics.
引用
收藏
页码：971 / 976
页数：6
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