| Up till now, many foreign studies which consider the volatility is not constancy but vary with time have been conducted on volatility of stock market. Based on the foreign researches, Chinese researchers develop the research methods and deepen researches on volatility of Chinese stock market. Those achievements provide effective approaches for evaluating and describing the overall market volatility. However, for those investors who are not able to copy stock figure completely, the importance of risks on industries and individual shares has been disregarded. Starting from market, industries, and individual shares perspectives, this study understands the market volatility by building models, conducts experimental tests on samples from Shanghai stock markets, and evaluates volatile circumstances of Chinese stock market, industry and individual stocks. Conclusion and recommendation are also provided. |
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