日换手率
日换手率-
研究结果显示沪市和深市的日市场换手率不服从正态分布并且存在着自相关性和ARCH效应；
The results show that the daily turnover of the Shanghai and Shenzhen stock markets does not conform to a normal distribution with autocorrelation and ARCH effects in the daily market turnover .
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AR-GARCH模型很好地拟合了日市场换手率时间系列，估计出来的参数十分显著；
The AR-GARCH model accurately fits the daily market turnover time series with very significant estimated parameters .