---
title: Quantitative Techniques for Financial Economics
url: https://www.ml-quant.com/papers/ssrn/5229400/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5229400
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5229400
featured: 2025-04-30
citations: unknown
topic: Derivatives & Volatility
---


# Quantitative Techniques for Financial Economics

The study reveals lower stock volatility in Mainland China's market due to price limits, and the superior performance of the ARMA10-EGARCH11 model in calculation accuracy.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5229400
- Identifier: SSRN 5229400
- Released: 2025-04-06
- First featured: Quant Letter No. 95 (2025-04-30): https://www.ml-quant.com/issues/2025-04-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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