HIGHLIGHTS
- who: Shixue Du and collaborators from the School of Science, Guilin University of Technology, Guilin, China have published the paper: Risk Measurement of Chinese Stock Market Based on GARCH Model and Extreme Value Theory, in the Journal: (JOURNAL)
- what: This paper analyzes the Shanghai and Shenzhen 300 Index of Shanghai stock exchange, Shenzhen 300 Index of Shenzhen stock exchange, Hang Seng Index of Hong Kong stock exchange market and Taiwan Weighted Index of Taiwan stock market, and combines GARCH model and extreme value theory to calculate separately.
- how: The model consists of two . . .
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