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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...

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Bibliografiska uppgifter
I publikationen:PLoS One
Huvudupphovsmän: Xiong, Xiong, Nan, Ding, Yang, Yang, Yongjie, Zhang
Materialtyp: Artigo
Språk:Inglês
Publicerad: Public Library of Science 2015
Ämnen:
Länkar:https://ncbi.nlm.nih.gov/pmc/articles/PMC4646506/
https://ncbi.nlm.nih.gov/pubmed/26571135
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0141605
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