Jia, Haorui (2015) The Impact of the Stock Index Futures “Regulation” Policy and “Deregulation” Policies on the Spot Market Volatility. In: Proceedings of the 2nd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2023, May 26–28, 2023, Nanjing, China.
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Abstract
In 2015, the China Financial Futures Exchange implemented a strong regulation policy on the trading of stock index futures. After which following the past few years, it carried out a few more policy adjustments to restore the capacity of index futures trading. This paper implies the ARMA-GARCH model
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:32 |
| Last Modified: | 17 Apr 2026 02:36 |
| URI: | http://eprints.eai.eu/id/eprint/44233 |
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