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- W2079501461 abstract "This paper constructed GARCH Models to analyze the volatility of term-products of SHIBOR (Shanghai Inter-Bank Offered Rate), and found that short-term and long-term interest rate products have different characteristics of return volatility, non-normality and conditional heteroscedasticity, and GARCH models can fit the volatility of SHIBOR well." @default.
- W2079501461 created "2016-06-24" @default.
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- W2079501461 date "2010-05-01" @default.
- W2079501461 modified "2023-09-25" @default.
- W2079501461 title "Analysis on the Volatility of SHIBOR" @default.
- W2079501461 cites W1979575715 @default.
- W2079501461 cites W2354566083 @default.
- W2079501461 doi "https://doi.org/10.1109/cso.2010.140" @default.
- W2079501461 hasPublicationYear "2010" @default.
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