基于已實現(xiàn)波動金融波動的符號時間序列分析

《基于已實現(xiàn)波動金融波動的符號時間序列分析》由會員上傳分享，免費在線閱讀，更多相關內容在學術論文-天天文庫。

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5、TFinancialvolatilityisthebarometerofriskinfinancialmarkets.Facingimmaturefinancialmarketsinourcountry,theupsanddownsoffinancialvolatilityillustratethestabilityofthedomesticfinancialmarket.Inordertoenhanceinvestors’riskawarenessandguidethemtoinvestrationallytopromotethedevelopmentofthefinancialm

6、arketsorderlyandhealthily,itisnecessarytoanalyzethefinancialriskbystudyingfinancialvolatility.Therefore,itisimportantlytheoreticalandpracticaltoforecastandanalyzesomethingwithfinancialvolatilityforourfinancialmarkets.Financialmarketswhichvarytimelyisacomplex,changeableandnonlinearsystems.Itisin

7、fluencedbymanyfactors.Basedontheaboveconsiderations,itcansimulatethecomplexandchangeablefinancialmarketsbettertoanalyzefinancialvolatilitywithsymbolictimeserieswhichcanprovideanimportantbasisfordomesticandforeignscholarsandpromote