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- W2383318217 abstract "The securities market has monotony of data(a large number of date does not need processed with special-method),characteristic of analyzing the means variety and disguise,and the technology of securities analysis has been developing so slowly that it can not be adapted to the high speed at which the securities market is going forward.The prediction question of the time array in system on the securities market has important theoretical and actual significance.People can analyze and predict the time array data after it has been obtained,and predict the systematic gradual progress more accurately.Provide the basic knowledge of time array,and make the comparison of the ARMA model and GARCH model,by which the conclusion can be easily found that the GARCH model is a little better than the ARMA model if it is utilized in the Chinese stock market." @default.
- W2383318217 created "2016-06-24" @default.
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- W2383318217 date "2010-01-01" @default.
- W2383318217 modified "2023-09-24" @default.
- W2383318217 title "Analysis Method of Time Array and Two Models of ARMA and GARCH" @default.
- W2383318217 hasPublicationYear "2010" @default.
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