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- W3009901766 abstract "In this paper, daily closing price of csi 300 index is selected as the research object, logarithm is taken and then difference data is used to establish a model, and then backcheck and forecast. To back the model test, VaR risk measurement model is established for the fitting of a series GARCH class models for evaluate." @default.
- W3009901766 created "2020-03-13" @default.
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- W3009901766 date "2019-10-01" @default.
- W3009901766 modified "2023-09-24" @default.
- W3009901766 title "Research on CSI 300 Index Volatility Based on GARCH Model" @default.
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- W3009901766 doi "https://doi.org/10.1109/icicta49267.2019.00023" @default.
- W3009901766 hasPublicationYear "2019" @default.
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