【摘要】 文章运用TARCH模型实证研究了我国股票市场波动的不对称性特征,并分析认为缺乏卖空机制是导致我国股市存在负杠杠效应的主要原因。更多还原

【Abstract】 This article utilized the TARCH model real diagnosis to study the asymmetry characteristic of our country stock market undulation and it thought the short of sell short mechanism is the main reason that our stock market have the negativelevers lever effect.更多还原