中国西部科技
中國西部科技
중국서부과기
SCIENCE AND TECHNOLOGY OF WEST CHINA
2014年
4期
76-77,79
,共3页
GARCH族%流动性风险%股市
GARCH族%流動性風險%股市
GARCH족%류동성풍험%고시
GARCH Model%Liquidity Risk%Stock Market
在GARCH 族模型进行简单介绍的基础上，通过对中国上证综合指数及深证成分指数进行了实证分析，利用GARCH族模型对市场流动性风险进行分析，据此得出了相关结论和建议。
在GARCH 族模型進行簡單介紹的基礎上，通過對中國上證綜閤指數及深證成分指數進行瞭實證分析，利用GARCH族模型對市場流動性風險進行分析，據此得齣瞭相關結論和建議。
재GARCH 족모형진행간단개소적기출상，통과대중국상증종합지수급심증성분지수진행료실증분석，이용GARCH족모형대시장류동성풍험진행분석，거차득출료상관결론화건의。
After a brief introduction to the theory of GARCH, the empirical analyses were conducted on the Shanghai synthesis index and Shenzhen composite index. The GARCH Family was applied on analyses of Liquidity Risk. Finally, some conclusions and suggestions were put forward.
