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Abstract:
本文利用股指期货定价的等式模型对沪深300股指期货仿真交易价格进行了实证检验,并与香港恒生指数期货作了比较,发现其被大幅度高估,存在着大量套利机会,并讨论了原因与相应的措施。
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财会月刊(综合版)
Year: 2007
Issue: 36
Page: 28-29
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SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 1
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