基于扩展的GARCH模型股票交易量的研究

摘要

The stock index is discussed in the paper, and the improved GARCH model is used to stock trading volume. Then .This model is demonstrated to be reasonable through empirical tests.%本文以股票作为研究对象，利用扩展的GARCH(1,1)-M模型对股票交易量进行了研究。实证结果表明，扩展的GARCH(1,1)-M模型是行之有效的。