新财经（理论版）
新財經（理論版）
신재경（이론판）
NEW FINANCE ECONOMICS
2012年
2期
55
,共1页
GARCH%ARCH%Random Walk%volatility
Volatility of stock market plays an important role both in finance and economy. There are many literatures focusing on forecasting volatility of foreign stock markets, but that of China stock market is limited. This paper built three models for forecasting stock market volatility of shanghai composite index and found the GARCH model is better than Random Walk model and ARCH model.
