Zhao, Chuanling and Han, Ruilin and Liu, Hao (2021) Comparative Analysis of Stock Indexes Based on GARCH Family Model under GED Distribution. In: Proceedings of the 2nd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2023, May 26–28, 2023, Nanjing, China.
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Abstract
This paper selects the K-line closing prices of Shanghai stock composite index, Shenzhen stock composite index and including convertible bond index from September 1,2021 to October 31,2022.We establish the GARCH family models based on the generalized error distribution, and compare the returns and r
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:32 |
| Last Modified: | 17 Apr 2026 02:35 |
| URI: | http://eprints.eai.eu/id/eprint/44244 |
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