Cargando…

Study on Market Stability and Price Limit of Chinese Stock Index Futures Market: An Agent-Based Modeling Perspective

This paper explores a method of managing the risk of the stock index futures market and the cross-market through analyzing the effectiveness of price limits on the Chinese Stock Index 300 futures market. We adopt a cross-market artificial financial market (include the stock market and the stock inde...

Descripción completa

Detalles Bibliográficos
Autores principales: Xiong, Xiong, Nan, Ding, Yang, Yang, Yongjie, Zhang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4646506/
https://www.ncbi.nlm.nih.gov/pubmed/26571135
http://dx.doi.org/10.1371/journal.pone.0141605