基于ARCH类模型的A股指数波动性分析.pdf

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Cl assi fied Index: CODE:10075
: NO: 20080306
A Dissertation for the Degree of
Research of Volatility of Chinese A -Share
Market Based on ARCH Family Model s
Candidate: ZhangBen
Supervisor: ZhangYumei
Academic Degree Applied for: Master of Economics
Specialty: Finance
University: Hebei University
Data of Oral examination: June,2011
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