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- W2349097577 abstract "An empirical analysis is made on the characteristics of volatility of effective stock demand in China.The results show that the volatility of stock return has significant spillover effect on the volatility of effective stock demand in all the sample intervals.Besides,as far as the comparative volatility of effective stock demand of each trading day is concerned,the gradual reform,development and perfection of stock market institution influence the stability of the volatility of effective stock demand.Therefore,in order to achieve benign balance of the demand and supply of stocks,it is important to maintain the relative stability of market index,and pay great attention to later institutional construction and reform." @default.
- W2349097577 created "2016-06-24" @default.
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- W2349097577 date "2009-01-01" @default.
- W2349097577 modified "2023-09-23" @default.
- W2349097577 title "Study on the Volatility of Effective Stock Demand in China Based on ARMA-EGARCH Model" @default.
- W2349097577 hasPublicationYear "2009" @default.
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