Some Studies of the Volatility and Stock Return on China Stock Markets Using GARCH-M

Hua TIAN;Jia He

Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (8) : 81-86.

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PDF(190 KB)
Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (8) : 81-86. DOI: 10.12011/1000-6788(2003)8-81
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Some Studies of the Volatility and Stock Return on China Stock Markets Using GARCH-M

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2003, 23(8): 81-86 https://doi.org/10.12011/1000-6788(2003)8-81

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