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Study On The Impact Of Stock Index Future On The Stock Market

Posted on:2012-07-07Degree:MasterType:Thesis
Country:ChinaCandidate:Z M WangFull Text:PDF
GTID:2219330368976775Subject:Statistics
Abstract/Summary:PDF Full Text Request
April 16,2010 is a very and important day to the finance markets our country, hatch several years of the stock index futures-HS300 stock index futures to release formally, mark our country capital market of further perfect and mature, also provided more invest outlets and set term to protect to be worth space for extensive investor.The stock index futures has rate detection and set term to protect to be worth two greatest functions, this text with stock index forward these two greatest functions for lord wire, combine theory and a great deal of substantial evidence search, contrast Chinese and Foreign concerning stock index forward correlation search fruit, try to demonstrate our country whether HS300 stock index futures has rate detection(lead to relate to now on demand) function, and existent market and the bug of machining.In addition, this text still true pais the question-stock index forward that is a little bit greatly Chinese and Foreign to have to dispute to stock index forward one lead go into whether the wave motion that will turn worse a market, and the excrescent effect existing vs the related stock index forward market made an inspection.
Keywords/Search Tags:The stock index futures, HS300 index, GARCH, VAR
PDF Full Text Request
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