Research on Financial Market Risk Based on GARCH-M Model

Since 1970, with the gradual acceleration of economic globalization and the rapid development of information technology, the financial market has become increasingly unstable. Therefore, we must enhance our competitiveness in the financial market, enhance our ability to resist risks, and master effe...

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Bibliographic Details
Main Author: Sun Tieshuang
Format: Article
Language:English
Published: EDP Sciences 2021-01-01
Series:E3S Web of Conferences
Online Access:https://www.e3s-conferences.org/articles/e3sconf/pdf/2021/27/e3sconf_ictees2021_01106.pdf