Theoretic models and empirical analysis of stock prices volatility
Zou Hui-wen, Tang Bing · Journal of Natural Science of Heilongjiang University · 2004
The characteristics and differences of two theory systems of stock prices volatility mechanism are discussed. The corresponding models chosen with the two theory systems are introduced and analyzed in details. Thereby, mixing the two theory systems together is tried. The corresponding theoretic models of stock prices volatility are shown and the corresponding empirical analysis is made.