股指期货市场

第一篇主要讨论我国股指期货市场的运行机制。

In the first part , the operational mechanism of Chinese stock index futures market is discussed .

基于此，本研究确定以我国股指期货市场为研究对象，重点研究我国尚处襁褓阶段的股指期货、其价格发现功能的表现。

On this situation , this study identified the stock index futures market as the research object , focusing on its price discovery function performance still in an infant stage .

基于Lotka-Volterra模型的股指期货市场竞争分析

Competitive analysis of index futures markets based on Lotka-Volterra model

因此建议根据不同管理需要选择模型来度量我国股指期货市场的VaR值。

So the proposal is to select VaR models for measuring the risk of our stock index futures market according to different needs of management .

首先通过模拟比较了几种有代表性的模型在不同情景下的表现，并选用SIS高维选元模型对国内股指期货市场的数据进行了实证分析。

By simulating , firstly we compare the performance of several representative models in different scenarios , and then take advantage of the SIS model to makes an empirical study based on the domestic stock index futures market data .

本文运用计算实验金融的相关理论和Agent-based建模方法研究股指期货市场投资者结构对于市场流动性的影响，特别是噪音交易者的比例与市场流动性间的关系。

This paper , based on Artificial Stock Index Futures Market ( U-Mart ) and Agent-based model method , researches the impact of investor structure to the market liquidity , especially the relationship of the proportion of noise trader and the market liquidity .

这说明基于GARCH族模型和GPD模型的VaR方法有较好的适用性，为度量我国的股指期货市场的风险提供了一种可行的方法。

This shows that VaR method based on GARCH model and GPD model has good applicability for measuring the risk of our stock index futures market . It provides a feasible method to measure the risk of stock index futures in China .

在BDSS模型的基础上，结合我国股指期货市场的实际，建立了LA-VaR模型。

On the basis of BDSS model and with the reality of stock index future market in china , a VaR model adjusted by liquidity risk is established .

通过运用GARCH模型，脉冲响应函数、G-S模型、Hasbrouck方差分解、一般因子分解等方法对股指期货市场与现货市场的波动性与价格发现进行了实证研究。

Through the use of the GARCH model , impulse response function , the GS model , Hasbrouck variance decomposition , the general factorization method , this paper has studied the stock index futures market and spot market volatility and price discovery with empirical method .

人工股指期货市场（U-Mart）的市场架构为股指期货的单市场交易，我们只能在其中买卖期货合约，不存在期现市场的双向作用机制，也不存在跨市场套利行为。

Artificial stock index futures market ( U-Mart ) market structure of the single market for the stock index futures trading , we can only trade futures contracts , and there is no two-way market mechanism .

浅谈股指期货市场的风险防范

A Brief Discussion About Risk Control of Chinese Stock Index future Market

我国股指期货市场的价格发现与波动溢出效应

Price Discovery and Volatility Spillovers of Stock Index Futures Markets in China

股指期货市场和股票市场波动关系研究

Research on Volatility Relation of Stock Index Futures Market and Stock Market

中国股指期货市场操纵风险的监控体系研究

Research on Risk Monitoring System of China Stock Index Futures

论中国股指期货市场发展的主体

The Development of Principal Participants in the Stock Index Future Market in China

海外股指期货市场比较研究

A Comparative Study of Oversea Stock Index Futures Market

股指期货市场操纵行为与监管

Manipulation and Regulation in Stock Index Futures Market

我国建立股指期货市场可行性及风险研究

About the Feasibility and Risk of the Establishment of Stock Index Future Market in China

一名投资者将股指期货市场描述为中国“最大的赌场”。

One investor describes the futures market as the " biggest casino " in China .

本文是针对股指期货市场的波动溢出效应所做的研究。

This paper is directed against the stock index futures market volatility spillover effects of study .

价格发现与套期保值作为股指期货市场的两大功能，其关系密切。

As the two major functions , Price discovery and hedging stock index futures market are close .

融资融券交易下的股指期货市场功能研究

Research on the Functions of Stock Index Futures Market Based on Margin Financing and Securities Lending Transactions

第三章介绍我们应用于股指期货市场的交易系统的设计思想和编制方法。

Chapter III we have applied to the design ideas and the preparation of stock index futures market trading system .

完善的监管法律制度必然成为防范和控制股指期货市场风险的有效保障。

Effective legal supervision must be the best way of the prevention or control of stock index futures market risk .

第二，股指期货市场收益率波动与成交量之间的关系研究。

Secondly , the research of the relationship between the volatility of index futures ' return and the trading volume .

第二章论述了市场有效性理论，并对我国股指期货市场的有效性进行了实证分析。

The second chapter discusses the efficient market hypothesis and analyzes the efficiency of stock index futures market in china .

再次，回顾了股指期货市场的发展历程，归纳和总结了股指期货当前的发展状况及未来的发展趋势。

Again , it reviews the history of the stock index futures and summarizes its current situation and future trends .

金融期货的监管层采取了一系列行之有效的监管制度，这也保证了股指期货市场的平稳性。

Financial futures regulators take series of effective regulatory system , which guarantees the stability of the stock index futures market .

在我国建立股指期货市场既是资本市场稳定发展的内在要求，也是适应资本市场对外开放的需要。

To meet the need of China 's development of capital market , China 's Stock Index Futures is at hand .

股指期货市场有效性是说明股指期货运行成功的重要表现之一，实证意义不言而喻。

The effectiveness of stock index futures market is one of the important manifestations of the stock index futures to run successfully .