The Research for Shanghai Stock Index Volatility Base on GARCH Model

机译：上海股票指数波动率对加奇模型的研究

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摘要

Chinese stock market development in a relatively short history, and has displayed great instability, this article select Shanghai stock market as the object to study, from the GARCH model of a single model to the application of multiple comparison analysis, to explore the regular of price fluctuations of Chinese stock market.

机译：中国股市发展在相对较短的历史中，并表现出极大的不稳定，本文选择上海股票市场作为研究的对象，从单一模型的GARCH模型应用多个比较分析，探索常规价格中国股市的波动。

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来源
《International institute of statistics and management engineering symposium》|2010年||共4页
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作者
WU Haijian; ZHOU Li;
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正文语种
中图分类统计学;
关键词
shanghai composite index; GARCH model; GARCH-M model; EGARCH model; tgarch model;

机译：上海综合指数;GARCH模型;GARCH-M型号;eGARCH模型;TGARCH模型;

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1. Modelling the Stock Price Volatility Using Asymmetry Garch and Ann-Asymmetry Garch Models [J] . Henry Njagi, Anthony Gichuhi Waititu, Anthony Wanjoya International Journal of Data Science and Analysis . 2018,第4期

机译：使用非对称Garch和Ann-非对称Garch模型对股票价格波动建模
2. Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models [J] . Kambouroudis Dimos S., McMillan David G., Tsakou Katerina Journal of futures markets . 2016,第12期

机译：预测股票收益波动率：GARCH，隐含波动率和已实现波动率模型的比较
3. A GARCH Modelling of Volatility and M-GARCH Approach of Stock Market Linkages of North America [J] . Ajaya Kumar Panda, Swagatika Nanda Global Business Review . 2018,第6期

机译：北美股市波动的GARCH建模和M-GARCH方法
4. Using CARR model and GARCH model to forecast volatility of the stock index: Evidence from China's Shanghai stock market [C] . Zou Wen-jun, Guo Ming-yuan International Conference on Management Science Engineering . 2014

机译：使用CARR模型和GARCH模型预测股指的波动性：来自中国上海股市的证据
5. Forecasting volatility in stock market using GARCH models. [D] . Yang, Xiaorong. 2008

机译：使用GARCH模型预测股市波动。
6. Study of the cross-market effects of Brexit based on the improved symbolic transfer entropy GARCH model—An empirical analysis of stock–bond correlations [O] . Xiurong Chen, Yixiang Tian, Rubo Zhao -1

机译：基于改进的符号转移熵GARCH模型的英国脱欧的跨市场效应研究—股票与债券相关性的经验分析
7. Volatility Research of Shanghai Stock Market Based on GARCH Model Family [O] . Donghui Lv 2017

机译：基于GARCH模型家庭的上海股市波动性研究

The Research for Shanghai Stock Index Volatility Base on GARCH Model

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