An Empirical Analysis of Volatility Effect of International Financial Market based on MSV Model

DOI

10.2991/jiaet-18.2018.79How to use a DOI?

Keywords

International financial markets; Volatility benefit; Stochastic volatility MSV model

Abstract

The fluctuations in the International Financial Markets (IFM) are mutually reinforcing, and they truly show the characteristics of the fluctuations of the IFM. Previously, theories and methods of general economic contrasting construction are based on static floating effects, and there is no way to fully and truly reflect the objectively fluctuating effects among IFM. In 1982, the famous American economist Robert pioneered the ARCH theory of the heteroscedasticity of the auto-regression conditions for the first time. Since then, there have been rapid changes in the scope of the theory of volatility between IFM. More and more financial market fields have gradually evolved from their configurations.

Copyright

© 2018, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Xuexue Tang
PY  - 2018/03
DA  - 2018/03
TI  - An Empirical Analysis of Volatility Effect of International Financial Market based on MSV Model
BT  - Proceedings of the 2018 Joint International Advanced Engineering and Technology Research Conference (JIAET 2018)
PB  - Atlantis Press
SP  - 446
EP  - 451
SN  - 2352-5401
UR  - https://doi.org/10.2991/jiaet-18.2018.79
DO  - 10.2991/jiaet-18.2018.79
ID  - Tang2018/03
ER  -