Empirical Research of VAR on HS 300 Stock Index and HS 300 Stock Future

DEStech Transactions on Economics Business and Management ◽

10.12783/dtem/eced2017/9820 ◽

2017 ◽

Author(s):

Xin-xing DAI

Keyword(s):

Empirical Research ◽

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基于股指期货的投资者情绪对中国股市影响的实证研究The Empirical Research on the Effect of Investor Sentiment for the Stock Market of China Based on Stock Index Futures

Finance ◽

10.4236/fin.2012.23017 ◽

2012 ◽

Vol 02 (03) ◽

pp. 151-154

Author(s):

潘永泉

Keyword(s):

Stock Market ◽

Empirical Research ◽

Investor Sentiment ◽

Stock Index ◽

Stock Index Futures ◽

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The Empirical Research on the Effect of Investor Sentiment for the Stock Market of China Based on Stock Index Futures

Finance ◽

10.12677/fin.2012.23017 ◽

2012 ◽

Vol 02 (03) ◽

pp. 151-154

Author(s):

永泉潘

Keyword(s):

Stock Market ◽

Empirical Research ◽

Investor Sentiment ◽

Stock Index ◽

Stock Index Futures ◽

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Inter- and Intra-Day Liquidity Patterns on The Stock Index Futures Market��Empirical research in China

INTERNATIONAL JOURNAL ON Advances in Information Sciences and Service Sciences ◽

10.4156/aiss.vol5.issue3.44 ◽

2013 ◽

Vol 5 (3) ◽

pp. 371-379

Author(s):

Xiaolin Wang

Keyword(s):

Empirical Research ◽

Futures Market ◽

Stock Index ◽

Stock Index Futures ◽

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Empirical Research on Stock Index and Risk Measurement Optimization Based on Interest Synergistic Mechanism

International Journal of Advancements in Computing Technology ◽

10.4156/ijact.vol5.issue4.114 ◽

2013 ◽

Vol 5 (4) ◽

pp. 946-951

Author(s):

Fang NIU

Keyword(s):

Empirical Research ◽

Risk Measurement ◽

Stock Index ◽

Synergistic Mechanism

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An Empirical Research on the Relevance between Shanghai Stock Index and Alibaba—Based on VAR Model

Operations Research and Fuzziology ◽

10.12677/orf.2021.113039 ◽

2021 ◽

Vol 11 (03) ◽

pp. 347-355

Author(s):

诗音李

Keyword(s):

Empirical Research ◽

Stock Index ◽

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Empirical research on the day-of-the-week liquidity patterns in Chinese Stock Index Futures market

2011 International Conference on Management Science & Engineering 18th Annual Conference Proceedings ◽

10.1109/icmse.2011.6070056 ◽

2011 ◽

Author(s):

Ye Qiang ◽

Wang Xiao-lin ◽

Tong Wei-min ◽

Liu Wen-cai ◽

Kou Yi

Keyword(s):

Empirical Research ◽

Futures Market ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Day Of The Week

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Empirical Research on the Fluctuation between Chinese Stock Index Futures and Stock Market

2011 International Conference on Information Management, Innovation Management and Industrial Engineering ◽

10.1109/iciii.2011.292 ◽

2011 ◽

Author(s):

Yongxing Wu

Keyword(s):

Stock Market ◽

Empirical Research ◽

Stock Index ◽

Stock Index Futures ◽

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CSI 300 Stock Index Futures to Launch an Empirical Research on A-Share of the Spot Market Pricing Efficiency and Operating Efficiency Influence

2012 Fifth International Conference on Business Intelligence and Financial Engineering ◽

10.1109/bife.2012.90 ◽

2012 ◽

Author(s):

Zhang Dai-Jun ◽

Chen Wei ◽

Hou Meng-Na

Keyword(s):

Empirical Research ◽

Spot Market ◽

Stock Index ◽

Operating Efficiency ◽

Stock Index Futures ◽

Market Pricing ◽

Index Futures ◽

Pricing Efficiency ◽

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Empirical research of CSI-300 stock index futures arbitrage strategy

2014 International Conference on Management Science & Engineering 21th Annual Conference Proceedings ◽

10.1109/icmse.2014.6930384 ◽

2014 ◽

Author(s):

Shi-qi Bai ◽

Wen-jun Sun

Keyword(s):

Empirical Research ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Arbitrage Strategy

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Empirical Research on Hong Kong Stock Index Futures Based on GARCH Model

Advances in Applied Mathematics ◽

10.12677/aam.2018.72020 ◽

2018 ◽

Vol 07 (02) ◽

pp. 163-168

Author(s):

白光蔡

Keyword(s):

Hong Kong ◽

Empirical Research ◽

Garch Model ◽

Stock Index ◽

Stock Index Futures ◽

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