{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,3,30]],"date-time":"2022-03-30T08:14:59Z","timestamp":1648628099174},"reference-count":20,"publisher":"Hindawi Limited","license":[{"start":{"date-parts":[[2013,1,1]],"date-time":"2013-01-01T00:00:00Z","timestamp":1356998400000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by\/3.0\/"}],"funder":[{"name":"China\u2019s Industrial Security Index","award":["B09C11010020"],"award-info":[{"award-number":["B09C11010020"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Journal of Applied Mathematics"],"published-print":{"date-parts":[[2013]]},"abstract":"<jats:p>This paper proposes an estimation method of time-varying beta of price limits. It uses China stock market trading data to estimate time-varying beta and researches on systemic risk in China stock market. By comparing prediction errors of market model, SS market model, and Censored-SS market model, it verifies the effectiveness of Censored-SS market model. Furthermore it has some meaningful conclusions in China stock market.<\/jats:p>","DOI":"10.1155\/2013\/682159","type":"journal-article","created":{"date-parts":[[2013,7,9]],"date-time":"2013-07-09T21:01:59Z","timestamp":1373403719000},"page":"1-8","source":"Crossref","is-referenced-by-count":0,"title":["Estimating Time-Varying Beta of Price Limits and Its Applications in China Stock Market"],"prefix":"10.1155","volume":"2013","author":[{"given":"Rongquan","family":"Bai","sequence":"first","affiliation":[{"name":"School of Science, Beijing Jiaotong University, Beijing 100044, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Zuoquan","family":"Zhang","sequence":"additional","affiliation":[{"name":"School of Science, Beijing Jiaotong University, Beijing 100044, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Menggang","family":"Li","sequence":"additional","affiliation":[{"name":"China Center for Industrial Security Research, Beijing 100044, 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