This paper performs a empirical test on ten stocks which are extracted random from the Shanghai-Security 180-Index through comprehensively using the GPH method, Granger causality test, and the extended GARCH model.

  • 综合利用对数周期图方法、Granger因果检验、以及扩展广义自回归条件异方差模型,对随机抽取的10只上证180成份股进行了实证研究。

  • 互联网摘选 2025-02-17 10:37:03

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