Proceedings of the 2nd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2023, May 26–28, 2023, Nanjing, China

Research Article

Analysis on the Stock Price Fluctuation of China's Communication Equipment Sector in the Post-COVID-19 Era Based on Vector Autoregressive Model

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  • @INPROCEEDINGS{10.4108/eai.26-5-2023.2334199,
        author={Changzhou  Liang and Jieping  Cai and Tongtong  Lin},
        title={Analysis on the Stock Price Fluctuation of China's Communication Equipment Sector in the Post-COVID-19 Era Based on Vector Autoregressive Model},
        proceedings={Proceedings of the 2nd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2023, May 26--28, 2023, Nanjing, China},
        publisher={EAI},
        proceedings_a={MSEA},
        year={2023},
        month={7},
        keywords={stock price; communication equipment sector; vector autoregressive model},
        doi={10.4108/eai.26-5-2023.2334199}
    }
    
  • Changzhou Liang
    Jieping Cai
    Tongtong Lin
    Year: 2023
    Analysis on the Stock Price Fluctuation of China's Communication Equipment Sector in the Post-COVID-19 Era Based on Vector Autoregressive Model
    MSEA
    EAI
    DOI: 10.4108/eai.26-5-2023.2334199
Changzhou Liang1,*, Jieping Cai1, Tongtong Lin1
  • 1: Guangzhou Xinhua University
*Contact email: salcz@xhsysu.edu.cn

Abstract

The structure of China's export has been evolving gradually, from the main export of labor-intensive products to high-tech products. As one of the representatives of high and new technology industries and export-oriented industries, the communications equipment industry is experiencing a downturn and fluctuating period after experiencing COVID-19. This phenomenon also reflects the low level of operation of the industry and the lack of investor confidence. Therefore, this paper will combine various financial data with VAR model to analyze the impact of different factors on the stock price of China's communication equipment sector, and put forward corresponding countermeasures for revitalizing the stock price of communication equipment industry in the post pandemic period.