python garch模型预测_用GARCH模型预测股票指数波动率

1

用

GARCH

模型预测股票指数波动率

目录

Abstract ..................................................................................................................................... 2

1.

引言

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2.

数据

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3.

方法

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3.1

．模型的条件平均

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3.2.

模型的条件方差

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3.3

预测方法

.

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3.4

业绩预测评价

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4.

实证结果和讨论

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5.

结论

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..................................................................................................................................... 16

References

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