Analysis of the impact of the margin trading system and stock market volatility in mainland China
—Base on an empirical study

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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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Bibliographic Details
Main Author:	Ao, Xinyi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2022
Subjects:	margin trading system ; volatility; var model
Online Access:	https://eprints.nottingham.ac.uk/70060/

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