The Affection of the Interbank Interest Rate and Securities' Trading Volume on the Securities' Return ——the Application of The GARCH Model

Jun Bo WANG;Shu Hui DENG

Systems Engineering - Theory & Practice ›› 1999, Vol. 19 ›› Issue (9) : 49-57.

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Systems Engineering - Theory & Practice ›› 1999, Vol. 19 ›› Issue (9) : 49-57. DOI: 10.12011/1000-6788(1999)9-49
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The Affection of the Interbank Interest Rate and Securities' Trading Volume on the Securities' Return ——the Application of The GARCH Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 1999, 19(9): 49-57 https://doi.org/10.12011/1000-6788(1999)9-49

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