In this paper,we establish a GARCH( 1 ,1 ) model for Chinese inflation. The model indicates thatthere is a GARCH effect.The GARCH( 1 ,1 ) model provides a better fit than the regression model.
A Zhong YE
, Zi Nai LI. , {{custom_author.name_en}}.
The GARCH Model of Chinese Inflation. Systems Engineering - Theory & Practice, 2000, 20(10): 46-48 https://doi.org/10.12011/1000-6788(2000)10-46