Title :
An Inquiry into Volatility of Stock Returns in China A-Share Market
Author_Institution :
Math. & Phys. Dept., Fujian Univ. of Technol., Fuzhou, China
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;
Conference_Titel :
Business Intelligence and Financial Engineering (BIFE), 2012 Fifth International Conference on
Conference_Location :
Lanzhou
Print_ISBN :
978-1-4673-2092-4
DOI :
10.1109/BIFE.2012.85
