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author:

张佳斌 (张佳斌.) [1] | 许钟源 (许钟源.) [2]

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CQVIP

Abstract:

本文以华泰柏瑞沪深300ETF和沪深300股指期货真实高频交易数据为基础,结合中国实际情况,运用EViews软件对沪深300股指期货、华泰柏瑞沪深300ETF序列进行单位根检验和协整检验,并进行了期现套利的实证分析,最后得出相应的结论。

Keyword:

华泰柏瑞沪深300ETF 期现套利 沪深300股指期货

Community:

  • [ 1 ] 福州大学

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Source :

时代金融

ISSN: 1672-8661

CN: 53-1195/F

Year: 2014

Issue: 32

Page: 145-146

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 1

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