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author:

陈晓杰 (陈晓杰.) [1] | 黄志刚(博士生导师) (黄志刚(博士生导师).) [2]

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CQVIP

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,并讨论原因与相应的措施。

Keyword:

价格 仿真交易 沪深300股指期货

Community:

  • [ 1 ] 福州大学管理学院,福州350108

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Source :

财会月刊:综合版

ISSN: 1004-0994

Year: 2007

Issue: 12

Page: 28-29

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: -1

30 Days PV: 1

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