Stability Analysis of Chinese Stock Market Based on GARCH Model
Authors: 
Xuehang Yu, Ying ZhanAuthors Info & Claims
Xuehang Yu, Ying ZhanAuthors Info & ClaimsArticle No.: 6, Pages 1 - 6
Abstract
Under the background of vigorously developing finance in the country, as an important part of Chinese financial market, how to make the development of the stock market stable healthy and safety is one of the important problems of present research. This study selects Shanghai composite index as the research object. Through sorting out relevant theories and literatures, this study using Eviews10.0 software and GARCH model to analyze and research the historical data from 2004 to 2019 and analyze the stable situation of China's stock market. On the basis of a large number of data analysis, the corresponding conclusions can be drawn. By studying the stability of the stock market, we can further understand the internal rules of the stock market and the realization of the function of resource allocation. At the same time, the study of the stability of China's stock market is of far-reaching significance for preventing financial risks and financial regulation, and provides new ideas for better research on the stability of China's stock market.
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Tiemei Gao. Econometric analysis methods and modeling: Eviews applications and examples (3rd edition) [M]. Tsinghua university press. 2017.4
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Index Terms
- Stability Analysis of Chinese Stock Market Based on GARCH Model
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Published In
August 2019
175 pages
ISBN:9781450366496
DOI:10.1145/3377817
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Association for Computing Machinery
New York, NY, United States
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Published: 19 March 2020
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EBIMCS '19
EBIMCS '19: 2019 2nd International Conference on E-Business, Information Management and Computer Science
August 12 - October 12, 2019
Kuala Lumpur, Malaysia
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EBIMCS '19 Paper Acceptance Rate 31 of 142 submissions, 22%;
Overall Acceptance Rate 143 of 708 submissions, 20%
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