Matches in SemOpenAlex for { <https://semopenalex.org/work/W4306248360> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W4306248360 endingPage "18" @default.
- W4306248360 startingPage "12" @default.
- W4306248360 abstract "Based on the review of ARCH/GARCH models, this paper uses the GARCH model to empirically study the stock market volatility of Shenzhen Composite Index, uses the GARCH-M model to analyze the risk premium, and uses the EGARCH model to empirically study the asymmetry of stock market volatility.The results show that the GARCH model can eliminate the heteroscedastic property of the residuals, the stock market volatility has a strong impact, the return risk premium is not significant, the volatility caused by bad news in the stock market is much larger than that caused by the same size of good news, there is obvious leverage effect.The GARCH model has a good prediction effect.Finally, some relevant conclusions and policy suggestions are given." @default.
- W4306248360 created "2022-10-15" @default.
- W4306248360 creator A5079137368 @default.
- W4306248360 date "2022-10-14" @default.
- W4306248360 modified "2023-10-14" @default.
- W4306248360 title "Shenzhen Composite Index based on GARCH class model Research on Stock Market Volatility" @default.
- W4306248360 cites W1999814123 @default.
- W4306248360 cites W1999996900 @default.
- W4306248360 cites W2811272056 @default.
- W4306248360 cites W3201423477 @default.
- W4306248360 cites W4285009736 @default.
- W4306248360 doi "https://doi.org/10.54691/bcpbm.v28i.2136" @default.
- W4306248360 hasPublicationYear "2022" @default.
- W4306248360 type Work @default.
- W4306248360 citedByCount "0" @default.
- W4306248360 crossrefType "journal-article" @default.
- W4306248360 hasAuthorship W4306248360A5079137368 @default.
- W4306248360 hasBestOaLocation W43062483601 @default.
- W4306248360 hasConcept C101104100 @default.
- W4306248360 hasConcept C106159729 @default.
- W4306248360 hasConcept C13290067 @default.
- W4306248360 hasConcept C149782125 @default.
- W4306248360 hasConcept C151730666 @default.
- W4306248360 hasConcept C162324750 @default.
- W4306248360 hasConcept C23922673 @default.
- W4306248360 hasConcept C2778098375 @default.
- W4306248360 hasConcept C2780299701 @default.
- W4306248360 hasConcept C2780762169 @default.
- W4306248360 hasConcept C2985497776 @default.
- W4306248360 hasConcept C2992405062 @default.
- W4306248360 hasConcept C44731940 @default.
- W4306248360 hasConcept C86803240 @default.
- W4306248360 hasConcept C88389905 @default.
- W4306248360 hasConcept C91602232 @default.
- W4306248360 hasConceptScore W4306248360C101104100 @default.
- W4306248360 hasConceptScore W4306248360C106159729 @default.
- W4306248360 hasConceptScore W4306248360C13290067 @default.
- W4306248360 hasConceptScore W4306248360C149782125 @default.
- W4306248360 hasConceptScore W4306248360C151730666 @default.
- W4306248360 hasConceptScore W4306248360C162324750 @default.
- W4306248360 hasConceptScore W4306248360C23922673 @default.
- W4306248360 hasConceptScore W4306248360C2778098375 @default.
- W4306248360 hasConceptScore W4306248360C2780299701 @default.
- W4306248360 hasConceptScore W4306248360C2780762169 @default.
- W4306248360 hasConceptScore W4306248360C2985497776 @default.
- W4306248360 hasConceptScore W4306248360C2992405062 @default.
- W4306248360 hasConceptScore W4306248360C44731940 @default.
- W4306248360 hasConceptScore W4306248360C86803240 @default.
- W4306248360 hasConceptScore W4306248360C88389905 @default.
- W4306248360 hasConceptScore W4306248360C91602232 @default.
- W4306248360 hasLocation W43062483601 @default.
- W4306248360 hasOpenAccess W4306248360 @default.
- W4306248360 hasPrimaryLocation W43062483601 @default.
- W4306248360 hasRelatedWork W1944694842 @default.
- W4306248360 hasRelatedWork W2023819916 @default.
- W4306248360 hasRelatedWork W2188504713 @default.
- W4306248360 hasRelatedWork W2244904256 @default.
- W4306248360 hasRelatedWork W2254099854 @default.
- W4306248360 hasRelatedWork W2369750658 @default.
- W4306248360 hasRelatedWork W2746089216 @default.
- W4306248360 hasRelatedWork W3124607971 @default.
- W4306248360 hasRelatedWork W3151400401 @default.
- W4306248360 hasRelatedWork W4306248360 @default.
- W4306248360 hasVolume "28" @default.
- W4306248360 isParatext "false" @default.
- W4306248360 isRetracted "false" @default.
- W4306248360 workType "article" @default.