Research on the Correlation and Volatility between the Shenzhen Component Index and RMB Exchange Rate Based on GARCH Family Models
Fields of Study & Subjects
Financial Risk and Volatility Modeling
Market Dynamics and Volatility
Financial Markets and Investment Strategies
Publication details
- Journal / source
- Statistics and Applications
- Volume
- 15
- Issue
- 01
- Pages
- 293–300
- Publication date
- 1 January 2026