An empirical research on the influencing factors of long memory of volatility process in chinese stock market 中國股市波動過程長期記憶性影響因素研究
Moreover , according to the conclusion of studying , it can offer suggestions on how to implement the macroscopical policy of stock market intervention . this paper will research the effect of macroscopical policy in the volatility processs 根據(jù)研究需要,本文將引起股市波動的宏觀政策干預(yù)分為貨幣政策干預(yù)和制度性政策干預(yù),并以上海股市為研究對象,對兩類政策的干預(yù)效應(yīng)分別進行分析。