The volatility of the growth enterprise market in China is investigated using stochastic volatility model,and Bayesian analysis based on Gibbs sampling is introduced to improve the parameters estimation in stochastic volatility model.Empirical results on growth enterprise market indicate that the SV model with leverage effect（SV-L）outperforms the basic SV model（SV-N）in capturing the volatility of the stock market returns.%采用随机波动（SV）模型,实证研究我国创业板市场收益率的波动性.通过基于Gibbs抽样的贝叶斯分析方法,较好地估计了模型参数.基于创业板市场数据的实证结果表明,带杠杆效应的SV-L模型相比基本的SV-N模型能更好地描述股票市场收益率的波动性.
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机译：处理伽玛伽马收益率μexp+ mu exp - E exp + E exp - ，gamma gamma收益率E exp + E exp - E exp + E exp - 和gamma gamma收益率pi exp + pi exp - E exp + E exp - for High能量γ伽马射线
