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- W2364895097 abstract "By using GARCH and EGARCH models,the stock fluctuation of commercial banks in China is anayzed.Comparing with Shanghai Stock Exchange Composite index,results show that the stocks of China's commercial banks have high volatilities,and their yield sequences are heteroscedastic,and the fluctuations of their yields are persistent and asymmetric." @default.
- W2364895097 created "2016-06-24" @default.
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- W2364895097 date "2012-01-01" @default.
- W2364895097 modified "2023-09-28" @default.
- W2364895097 title "Stock Fluctuation Analysis of Commercial Banks Based on EGARCH Model" @default.
- W2364895097 hasPublicationYear "2012" @default.
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