HIGHLIGHTS
- who: Hang Wenqian from the University of Reading have published the Article: Modeling RMB Exchange Rate Volatility - Application of GARCH Family Models, in the Journal: (JOURNAL) of December/31,/2021
- what: In this paper, by comparing the model results under different distribution assumptions, the yield sequence after logarithmic difference is a stationary series, and its peak is described and statistically analyzed, and its peak is much greater than the peak of the normal distribution, and the sequence shows a peak thick tail distribution, indicating that the sequence does not follow the normal distribution.
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