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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,并讨论原因与相应的措施。
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财会月刊:综合版
ISSN: 1004-0994
Year: 2007
Issue: 12
Page: 28-29
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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