| 后危机时代中国股市波动性解析:基于GARCH模型族研究 |
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| 引用本文： | 赵健.后危机时代中国股市波动性解析:基于GARCH模型族研究[J].南阳理工学院学报,2013(1):30-34. |
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| 作者姓名： | 赵健 |
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| 作者单位： | 黄淮学院经济管理系 |
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| 基金项目： | 2011年度河南省高校青年骨干教师计划项目(179);黄淮学院2012年度青年骨干教师计划项目 |
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| 摘 要： | 波动性是衡量股市风险和稳定的重要指标之一,对股市的健康发展具有重要影响。文章以上证指数为研究标的,利用GARCH族模型对股市的波动性进行了比较研究。结果表明,后危机时代,中国股市收益率波动确实存在非对称现象,EGARCH模型比TGARCH模型更能适合刻画中国股市的特征,但GARCH模型族存在伪持续,尚待改进。
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| 关 键 词： | GARCH模型族 波动性 |
RESEARCH ON THE POST-CRISIS ERA OF CHINESE STOCK MARKET VOLATILITY:——BASED ON GARCH MODELS |
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| ZHAO Jian.RESEARCH ON THE POST-CRISIS ERA OF CHINESE STOCK MARKET VOLATILITY:——BASED ON GARCH MODELS[J].Journal of Nanyang Institute of Technology,2013(1):30-34. |
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| Authors: | ZHAO Jian |
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| Institution: | ZHAO Jian(Department of Economics and Management,Huanghuai University,Zhumadian 463000,China) |
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| Abstract: | There is some limitation about the jurisdiction of the international Criminal Court（ ICC）. These issues influence the effect of the International Criminal Court. So it is critical to clarify some issues about the jurisdiction. Terrorism crime should be involved in the jurisdiction of ICC. The United Nations Security Council now has too much limitation on the ICC. And the ICC should be granted with the power of compulsory execution. |
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| Keywords: | International Criminal Court Rome Statute Jurisdiction |
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