Research on the Correlation and Volatility between the Shenzhen Component Index and RMB Exchange Rate Based on GARCH Family Models

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Authors: 贝贝 苏
Cited by: 0
References: 2

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