IEEE - Institute of Electrical and Electronics Engineers, Inc. - Verification Analysis of China Stock Risk Features Base on ARCH Models

2009 Second International Conference on Future Information Technology and Management Engineering (FITME)

Author(s): Yanping Liu ; Zhe Chen ; Yang Zhao
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2009
Conference Location: Sanya, China, China
Conference Date: 13 December 2009
Page(s): 81 - 84
ISBN (Paper): 978-1-4244-5339-9
DOI: 10.1109/FITME.2009.26
Regular:

The volatility of stock price states the uncertainty of the future price movements, that is risk. By means of the ARCH and its modified models, this paper presents a verification analysis of the... View More

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