Based on the empirical research on the gem index E - garch model
Journal Title: Scholars Journal of Physics, Mathematics and Statistics - Year 2016, Vol 3, Issue 1
Abstract
In this paper, based on the GARCH model, simulation of the gem index trend, the gem closing index of the unit with inspection, Respectively establish a Garch (1, 1) model, T - Garch and E - Garch model, the simulation results for the gem smooth closing index time series, the arch effect, E - Garch model to simulate the best effect.
Authors and Affiliations
Wang Ziqiang, Lin Junqi
Keywords
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