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- W2355413037 abstract "Based on daily closing price of Shanghai-Shenzhen 300 Index from Nov.1st 2006 to Dec.27th 2010,this paper builds up the GARCH and EGARCH models in order to explore whether the stock index futures would impact the stock market volatility in China.The empirical analysis shows that the establishment of stock index futures in China decreases the volatility of spot price to some extent and plays a positive role on the healthy and stable development of the stock market." @default.
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- W2355413037 date "2011-01-01" @default.
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- W2355413037 title "Empirical Study on the Influence of Stock Index Futures on Stock Market Volatility in China" @default.
- W2355413037 hasPublicationYear "2011" @default.
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