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作者（2019）在《Empirical Analysis of Chinese Stock Market Volatility Based on GARCH Models and Markov Switching Models》一文中研究指出：Volatility has been the focus in the financial field in recent decades. It can be used to measure the uncertainties of yield and represent the risk of assets. In this paper, GARCH models and Markov sw
Abstract
Volatility has been the focus in the financial field in recent decades. It can be used to measure the uncertainties of yield and represent the risk of assets. In this paper, GARCH models and Markov sw
论文参考文献
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论文详细介绍
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：Empirical Analysis of Chinese Stock Market Volatility Based on GARCH Models and Markov Switching Models论文
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