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自回归条件异方差模型和广义自回归条件异方差模型经常用在金融时间序列分析中。本文选取我国A股中的黄河旋风股票价格历史数据为研究对象,并对其建模,反映黄河旋风股价变化特征。
Autoregressive conditional heteroskedasticity model and generalized autoregressive conditional heteroskedasticity model are often used in financial time series analysis. This article chooses the historical data of the stock price of the Yellow River in A-share of China as the research object and models it to reflect the changing characteristics of the stock price of the Yellow River.