DocumentCode
571404
Title
An Inquiry into Volatility of Stock Returns in China A-Share Market
Author
Zhang, Jilin
Author_Institution
Math. & Phys. Dept., Fujian Univ. of Technol., Fuzhou, China
fYear
2012
fDate
18-21 Aug. 2012
Firstpage
374
Lastpage
378
Abstract
The volatility of Shanghai A shares stock market is studied based on the econometric model. Moreover, the statistical characters of the volatility of Shanghai A shares is studied based on ARCH model on this paper, which help invester to judge the trend and development of Shanghai A shares stocket market.
Keywords
econometrics; investment; share prices; statistical analysis; stock markets; ARCH model; China; Shanghai A-share stock market volatility; econometric model; investment; statistical characters; stock return volatility; Correlation; Equations; Graphics; Indexes; Inspection; Mathematical model; Stock markets; ARCH model; China A-Share market; Returns; volatility;
fLanguage
English
Publisher
ieee
Conference_Titel
Business Intelligence and Financial Engineering (BIFE), 2012 Fifth International Conference on
Conference_Location
Lanzhou
Print_ISBN
978-1-4673-2092-4
Type
conf
DOI
10.1109/BIFE.2012.85
Filename
6305148
Link To Document