基于GARCH模型的股价波动预测  被引量:2

Stock Price Volatility Forecast Based on GARCH Model

在线阅读下载全文

作  者:万睿 WAN Rui(Institute of Mathematics and Statistics,Changchun University of Technology,Changchun,Jilin Province,130012 China)

机构地区:[1]长春工业大学数学与统计学院,吉林长春130012

出  处:《科技资讯》2022年第6期129-132,共4页Science & Technology Information

摘  要:该文运用GARCH模型,根据沪深300指数对股市波动性推理预测,让投资者决定的策略更精准,对其起到指导作用。成果显示使用GARCH模型有利于增长股票市场推测的精准性,更具备适用性。沪深300指数使投资者在金融市场上可以避免一定风险,但同时也会增加投资者的数目,从而加剧金融市场的波动性。所以,该文以入股的收益率为参数,建立模型。In this paper, GARCH model is used to predict the volatility of the stock market based on the CSI 300index, so that investors can make more accurate strategies and play a guiding role. The results show that the use of GARCH model is conducive to the accuracy and applicability of stock market speculation. The CSI 300 index enables investors to avoid certain risks in the financial market, but it will also increase the number of investors, thus aggravating the volatility of the financial market. So this article is depending on a parameter with the rate of return on investment, establish a GARCH model.

关 键 词:GARCH模型 波动性预测 金融市场 股票 

分 类 号:F832.51[经济管理—金融学] F224

 

参考文献:

正在载入数据...

 

二级参考文献:

正在载入数据...

 

耦合文献:

正在载入数据...

 

引证文献:

正在载入数据...

 

二级引证文献:

正在载入数据...

 

同被引文献:

正在载入数据...

 

相关期刊文献:

正在载入数据...

相关的主题
相关的作者对象
相关的机构对象