Proceedings of the 7th International Conference on Management, Education, Information and Control (MEICI 2017)

Research on Stock Returns and Volatility-Based on ARCH - GARCH Model

Authors
Linna Hu
Corresponding Author
Linna Hu
Available Online October 2017.
DOI
https://doi.org/10.2991/meici-17.2017.39How to use a DOI?
Keywords
Time series; Stock returns; Volatility; ARCH - GARCH Model
Abstract

The real estate industry occupies the important position and the role in the national economy system and China's securities market. Therefore, the study of real estate stock returns and volatility is of paramount importance. This paper collects time series data for real estate stocks [1].Firstly, establish a reasonable ARMA model to predict and analyze the stock price.At the same time, in order to prevent the uncertainty and risk of the stock market, and measure the volatility of the stock yield effectively, and the reasonable GARCH model is established to study the volatility of the stock return rate. Finally, the analysis of the yield and volatility of the established model stock is of practical significance to the future trend of stock price forecast and the development of investment strategy [2], which can provide reliable information service and decision guidance for investors and decision makers.

Copyright
© 2017, 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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Volume Title
Proceedings of the 7th International Conference on Management, Education, Information and Control (MEICI 2017)
Series
Advances in Intelligent Systems Research
Publication Date
October 2017
ISBN
10.2991/meici-17.2017.39
ISSN
1951-6851
DOI
https://doi.org/10.2991/meici-17.2017.39How to use a DOI?
Copyright
© 2017, 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/).

Cite this article

TY  - CONF
AU  - Linna Hu
PY  - 2017/10
DA  - 2017/10
TI  - Research on Stock Returns and Volatility-Based on ARCH - GARCH Model
BT  - Proceedings of the 7th International Conference on Management, Education, Information and Control (MEICI 2017)
PB  - Atlantis Press
SP  - 181
EP  - 184
SN  - 1951-6851
UR  - https://doi.org/10.2991/meici-17.2017.39
DO  - https://doi.org/10.2991/meici-17.2017.39
ID  - Hu2017/10
ER  -