Li, Zhuofan (2023) Early Warning of Chinese Stock Market Crises Based on Volatility Model. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
The stock market has always been known for its instability, and it has been too risky for investors to invest without being warned of the coming crisis. To improve the situation, volatility model, ARMA-GARCH in this research, is used to predict value at risk (VaR) to provide a reference for investor
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:01 |
| Last Modified: | 17 Apr 2026 03:52 |
| URI: | http://eprints.eai.eu/id/eprint/41867 |
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