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- W2350876030 abstract "Introduced many ARCH-type models and analyzed the characters of these models.Then applied them into shanghai stock market,finally found out the EGARCH model is the best volatility effect." @default.
- W2350876030 created "2016-06-24" @default.
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- W2350876030 date "2008-01-01" @default.
- W2350876030 modified "2023-09-23" @default.
- W2350876030 title "Research on ARCH-type models and application to Shanghai stock exchange index" @default.
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