The Volatility of Shanghai and Shenzhen B Shares Based on GARCH Model
碩士 === 嶺東科技大學 === 財務金融研究所 === 94 === This paper studies the volatility of Shenzhen and Shanghai B share stock markets in the mainland. We consider different data space for example the china government open up the local people to invest B share stock market in 2003. The time series plots show there i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58922555651839492638 |