%0 Journal Article
%T Some Studies of the Volatility and Stock Return on China Stock Markets Using GARCH-M<br>中国股票市场报酬与波动的GARCH-M模型
%A TIAN Hua
%A CAO Jia-he
%A <br>田华
%A 曹家和
%J 系统工程理论与实践
%D 2003
%I 
%X This article analyses the relation of the volatility and stock return on China stock markets using GARCH-M model, and looks for the reason why there are large volatilities and low return. At the same time, We want to find if the changes of trade system would make some influence on the markets.
%K stock market
%K stock return
%K volatility
%K GARCH-M model<br>股票市场
%K 风险报酬
%K 波动性GARCH-M模型
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=7C9F4BC94ACCDDE3&yid=D43C4A19B2EE3C0A&vid=EA389574707BDED3&iid=5D311CA918CA9A03&sid=35FC3610259C2B32&eid=7AA74D31F1FF2DCE&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=19&reference_num=10