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- W2391607973 abstract "Models for four business indexes of Shanghai's stock market including commerce,landed property and other two were constructed to discuss their volatility based on SSRM.Every index's VaR was calculated.The research results show that there are obvious regime-switching feature of volatility process in the four business indexes and the switching probability is higher.The risk of different business is different,but the SSRM obviously underestimates the risk level of Chinese stock marker." @default.
- W2391607973 created "2016-06-24" @default.
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- W2391607973 date "2009-01-01" @default.
- W2391607973 modified "2023-09-29" @default.
- W2391607973 title "Volatility in Shanghai Stock Market Based on SSRM" @default.
- W2391607973 hasPublicationYear "2009" @default.
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