About Us   |   Contact Us
An International Publisher for Academic and Scientific Journals
Author Login 
 Author Login
Submit Manuscript
Join Membership
Join As Reviewer
Join As Editor
Pay Publication Fee
Subscribe Hard Copy
Scholars Journal of Physics, Mathematics and Statistics | Volume-3 | Issue-01
Based on the empirical research on the gem index E - garch model
Wang Ziqiang, Lin Junqi
Published: Feb. 19, 2016 | 121 106
DOI: 10.36347/sjpms
Pages: 20-21
Downloads
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. Keywords: Garch model, the gem index, E - Garch model, Item Number