Analysis of the impact of the margin trading system and stock market volatility in mainland China —Base on an empirical study
This paper focuses on the daily closing prices of the CSI 300 Index for the period from December 2013 to December 2021 as the sample data, with a total of 1,952 trading days. After testing, a GARCH (1, 1)-t distribution model is used to fit the volatility of the stock market in mainland China. A VAR...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2022
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| Online Access: | https://eprints.nottingham.ac.uk/70060/ |