Impact of Margin Trading on the Liquidity of China's Stock Market: Based on VAR Model.
Yiting ShenPublished in: ATCI (1) (2021)
Keyphrases
- var model
- stock index futures
- stock market
- financial markets
- stock index
- trading rules
- stock exchange
- stock price
- portfolio optimization
- trading systems
- stock data
- market data
- short term
- listed companies
- trading strategies
- portfolio selection
- financial data
- foreign exchange
- financial time series
- garch model
- risk management
- stock trading
- knowledge management
- financial information
- chinese stock market
- support vector