上证指数收盘价的波动集群性分析及价格预测目 录本科毕业论文（设计）原创性及知识产权声明............................................................................I摘 要.............................................................................................................................................IIIAbstract...........................................................................................................................................IV1 绪论............................................................................................................................................51.1 研究背景..........................................................................................................................51.2 研究意义..........................................................................................................................51.3 文献综述..........................................................................................................................62 模型及理论概述........................................................................................................................82.1 ARCH 模型及相关模型理论概述...................................................................................82.2 波动性及相关理论概述...................................................................................................92.3 价格预测模型理论概述.................................................................................................103 实证分析..................................................................................................................................103.1 研究对象的选取及描述.................................................................................................103.2 建立初步模型.................................................................................................................123.3 建立 GARCH 模型.........................................................
