%0 Journal Article
%T The GARCH Model of Chinese Inflation<br>我国通货膨胀的GARCH模型
%A YE A-zhong
%A LI Zi-nai
%A <br>叶阿忠
%A 李子奈
%J 系统工程理论与实践
%D 2000
%I 
%X In this paper,we establish a GARCH( 1 ,1 ) model for Chinese inflation. The model indicates thatthere is a GARCH effect.The GARCH( 1 ,1 ) model provides a better fit than the regression model.
%K inflation
%K GARCH model
%K log likelihood function
%K Lagrange multiplier
%K test<br>通货膨胀
%K GARCH(p
%K q)模型
%K 对数似然函数
%K 拉格朗日乘子检验
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=FA179A1BD5BA8959&yid=9806D0D4EAA9BED3&vid=A04140E723CB732E&iid=F3090AE9B60B7ED1&sid=D997634CFE9B6321&eid=B6DA1AC076E37400&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=6&reference_num=0