Analysis and Research on Volatility of China's Internet Financial Market Index——Based on ARMA-GARCH Model

Yanli  Jiang

doi:10.54691/bcpbm.v23i.1424

Authors

Yanli Jiang

DOI:

https://doi.org/10.54691/bcpbm.v23i.1424

Keywords:

Internet banking, Volatility, ARMA-GARCH.

Abstract

The Internet has brought opportunities and challenges to many industries such as commerce, finance, and industry. Among them, Internet finance makes full use of the advantages of the Internet, improves the allocation of financial resources to a certain extent, and promotes the inclusive development of finance. By examining the probability distribution characteristics of the logarithmic rate of return of the Internet financial market index, this paper uses the fitted ARMA-GARCH model to explore the fluctuation characteristics of the index return of China's Internet financial market, so as to put forward relevant suggestions for the management of the Internet financial market.

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