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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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| Foilsithe in: | PLoS One |
|---|---|
| Main Authors: | , , , |
| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe: |
Public Library of Science
2015
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| Ábhair: | |
| Rochtain Ar Líne: | 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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