Forecast and Analysis of Volatility Trend of Chinese Stock Market Based on R Language. Issue 3 (February 2019)

• Record Type: Journal Article
• Authors: Qiu, Zeshuo; Luo, Haopeng; Xi, Hongyan
• Is Part Of: Journal of physics. Volume 1168:Issue 3(2019)
• Publication Date: 2019-02
• Subjects: Physics -- Congresses; 530.5
• DOI: 10.1088/1742-6596/1168/3/032090
• Languages: English
• ISSNs: 1742-6588

Abstract

Abstract: In the stock market crash in China's capital market in 2015, the bubble quickly spread from the Internet industry to the entire stock market. It can be seen that the financial system has inherent instability and endogenous vulnerabilities. A small shock may be amplified by the financial system and have a contagious effect, which ultimately has a huge impact on the entire financial system and the entire economy. Therefore, it is possible to accurately predict the trend of China's stock market volatility, and it is of great significance and reference value for China's economic development to prevent risks and stabilize the economy in a timely manner. Based on the characteristics of industry index volatility, this paper studies the risk transmission mechanism between industries by examining the main risk source industry, risk transmission intermediary industry, risk conduction characteristics between industries, and the dynamic changes of risk conduction, and finally through R language processing. The data is used to predict the volatility of China's stock market in the first half of 2018.