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- W2360984072 abstract "This is an initial introduction of basic stochastic volatility (SV) model and asymmetric volatility (ASV) model in the forecast of Shenzhen Stock Exchanges. Based on the symmetry-asymmetry principle, the comparison shows us a declining performance in market forecasting with SV being the best, ASV less effective and GARCH, which is a commonly used method in forecasting, the least." @default.
- W2360984072 created "2016-06-24" @default.
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- W2360984072 date "2004-01-01" @default.
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- W2360984072 title "SV Forecast of Shenzhen Stock Exchanges" @default.
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