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    Chapter and Conference Paper

    The EGARCH Effect Test of Chinese Stock Market from the Perspective of Behavioral Finance

    Financial time series often tend to show obvious volatility clustering. Selecting the daily closing data of the Shanghai Composite Index from January 2008 to April 2018, we first test the ARCH effect, and then...

    Wenting Cao, Jiangyue Luo, **aojuan Wu in Advances in Intelligent, Interactive Syste… (2019)