Based on GeneralizedError Distribution, this paper analyses the stock profit and volatility in Shanghai stock market at different stages, using the family of GARCH models.
采用基于广义误差分布的GARCH类模型,对上海证券市场的收益和波动进行分阶段研究。
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In this paper, We analyses the volatility asymmetry of the "bull " and "bear" market (i. e. sample), using generalizederror distributed EGARCH (1,1) model in Small plate market.
A correction algorithm for shape difference is given according to the influence of shape difference and generalized image error on positioning accuracy of micromanipulation.