This paper uses EGARCH model and VaR test method to study the effection of IC500 future to the ic500 index. The data used are devided for three periods: before, after and the whole period. After study, We figured out that IC500 future made the market more stable. The information spread faster so that the stock market can be more fair.
| Published in | Science Innovation (Volume 4, Issue 4) |
| DOI | 10.11648/j.si.20160404.18 |
| Page(s) | 216-220 |
| Creative Commons |
This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited. |
| Copyright |
Copyright © The Author(s), 2016. Published by Science Publishing Group |
Stock Index Future, Stock Market, EGARCH Model
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APA Style
Yu Liao. (2016). Effect of IC500 Future to the Index. Science Innovation, 4(4), 216-220. https://doi.org/10.11648/j.si.20160404.18
ACS Style
Yu Liao. Effect of IC500 Future to the Index. Sci. Innov. 2016, 4(4), 216-220. doi: 10.11648/j.si.20160404.18
AMA Style
Yu Liao. Effect of IC500 Future to the Index. Sci Innov. 2016;4(4):216-220. doi: 10.11648/j.si.20160404.18
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Download@article{10.11648/j.si.20160404.18,
author = {Yu Liao},
title = {Effect of IC500 Future to the Index},
journal = {Science Innovation},
volume = {4},
number = {4},
pages = {216-220},
doi = {10.11648/j.si.20160404.18},
url = {https://doi.org/10.11648/j.si.20160404.18},
eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.si.20160404.18},
abstract = {This paper uses EGARCH model and VaR test method to study the effection of IC500 future to the ic500 index. The data used are devided for three periods: before, after and the whole period. After study, We figured out that IC500 future made the market more stable. The information spread faster so that the stock market can be more fair.},
year = {2016}
}
TY - JOUR T1 - Effect of IC500 Future to the Index AU - Yu Liao Y1 - 2016/10/19 PY - 2016 N1 - https://doi.org/10.11648/j.si.20160404.18 DO - 10.11648/j.si.20160404.18 T2 - Science Innovation JF - Science Innovation JO - Science Innovation SP - 216 EP - 220 PB - Science Publishing Group SN - 2328-787X UR - https://doi.org/10.11648/j.si.20160404.18 AB - This paper uses EGARCH model and VaR test method to study the effection of IC500 future to the ic500 index. The data used are devided for three periods: before, after and the whole period. After study, We figured out that IC500 future made the market more stable. The information spread faster so that the stock market can be more fair. VL - 4 IS - 4 ER -
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