《衍生金融工具》实验教程彭红枫著目 录第一章 中国期货市场 GARCH 效应的实证检验.....................................................................6第一节 GARCH 理论基础......................................................................................................6一、ARCH 模型..............................................................................................................................6二、GARCH 模型............................................................................................................................8三、EGARCH 模型.........................................................................................................................9四、TGARCH 模型.......................................................................................................................10五、ARCH-M，GARCH-M 和 EGARCH-M 模型.....................................................................10第二节 实验目的及方法.......................................................................................................11一、实验目的................................................................................................................................11二、实验方法................................................................................................................................11第三节 实验过程.................................................................................................................11一、数据的搜集和整理................................................................................................................12（一）数据的搜集........................................................................................................................12（二）EVIEWS 工作文件的建立.................................................................................................12（三）工作文件的保存................................................................................................
