{金融保险管理}衍生金融工具实验讲义彭红枫)《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..................................................................................................................14（四）数据的导入........................................................