Margin trading system as stock market stabiliser : evidence based on CSI 300 index
Zhuwei Li, Rong He, Baolu Wang, Yushan Li and Yu Gu
| Year of publication: |
2022
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| Authors: | Li, Zhuwei ; He, Rong ; Wang, Baolu ; Li, Yushan ; Gu, Yu |
| Published in: |
Spanish journal of finance & accounting : the official journal of AECA - Asociación Española de Contabilidad y Administración de Empresas. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 2332-0753, ZDB-ID 2567008-6. - Vol. 51.2022, 3, p. 371-388
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| Subject: | garch model | Margin trading system | market stabiliser | var model | volatility of stock market | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation | VAR-Modell | VAR model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/02102412.2021.1975210 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013357130