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- W2390635771 abstract "Volatility,as one of the most important tools to measure the risk in the stock market,has been paid much attention to by the scholars and the operators.The paper chooses all of the stock index and industry index,part of individual stocks in the Shanghai and Shenzhen stock market as the research objects and collects the daily closing price between January the fourth,2002 and March the 23rd,2012.By adopting ARCH model and GARCH model,it takes an all -round study in selected stock index and stocks.It estimates the volatility of industry index and individual stocks,and analyzes the traits of volatility and correlation between the industry index and the individual stocks." @default.
- W2390635771 created "2016-06-24" @default.
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- W2390635771 date "2012-01-01" @default.
- W2390635771 modified "2023-09-25" @default.
- W2390635771 title "The Empirical Research on the Volatility Clustering of Stocks in Shanghai Exchanges in China" @default.
- W2390635771 hasPublicationYear "2012" @default.
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