基于分阶段GARCH模型中国B股市场波动性比较

李克胜, 王沁, 唐家银

Comparative Analysis of the Chinese B-Share Market Volatility in Phases Based on the GARCH Model

LI Ke-Sheng, WANG Qin, TANG Jia-Yin

journal6 . 2012, (3): 22 -26 . DOI: 10.3969/j.issn.1007-2985.2012.03.007