The GARCH Analysis of YU’EBAO Annual Yields

DOI

10.2991/wartia-16.2016.36How to use a DOI?

Keywords

GARCH, YU’EBAO, Annual Yields

Abstract

As the important tool of network finance, YU’EBAO has highly financial product yield, liquidity and other advantages compared with bank. But accompanied by such financial products innovation, their earnings also gradually fell back. By Eviews 6.0 ,the paper studies YU’EBAO annual yields from May 30, 2013 to September 5, 2014 , establishes the financial time series of the ARCH model, compares and concludes T – GARCH better fitting of the volatility of its annual yield condition, the paper would help network investors forecast the earnings trend.

Copyright

© 2016, 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  - Weiwei Guo
PY  - 2016/05
DA  - 2016/05
TI  - The GARCH Analysis of YU’EBAO Annual Yields
BT  - Proceedings of the 2016 2nd Workshop on Advanced Research and Technology in Industry Applications
PB  - Atlantis Press
SP  - 201
EP  - 205
SN  - 2352-5401
UR  - https://doi.org/10.2991/wartia-16.2016.36
DO  - 10.2991/wartia-16.2016.36
ID  - Guo2016/05
ER  -