Second part introduces the relevant research on asymmetricvolatility of stock market conducted by domestic and international scholar.
第二部分介绍国内外学者对于股票市场收益率波动不对称性的相关研究。
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These are estimated using asymmetricvolatility, correlation and copula methods similar to those in other sections of VLAB (for econometric details see Brownlees and Engle 2010).
The relation between behavior of traders and stock market volatility is investigated based on the information asymmetric model on the Shanghai stock market.