基于 ARCH 模型的上证综合指数收盘价实 证分析目 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..........................................................................................................................52 文献综述......................................................................................................................................62.1 理论模型概述...................................................................................................................62.1.1 ARCH 模型...........................................................................................................62.1.2 ARCH 族模型.......................................................................................................72.2 本文涉及的其他理论.......................................................................................................82.2.1 Lagrange Multiplier test........................................................................................82.2.2 单位根检验............................................................................................................92.3 研究对象..........................................................................................................................93 数据的选取及描述.....................................................
