基于GARCH模型融资融券对我国股市影响研究.pdfVIP

Finance 金融, 2018, 8(1), 46-55 Published Online January 2018 in Hans. /journal/fin /10.12677/fin.2018.81005 A Research about Effects Margin Transaction Has on the Stock Market in China Based on GARCH Model 1 2 1 1 Tao Zhang , Xiaowei Deng , Fanyi Li , Sujing Zhang 1 Overseas Education College, Nanjing Tech University, Nanjing Jiangsu 2 School of Physical and Mathematical Sciences, Nanjing Tech University, Nanjing Jiangsu th