其中波动率指数期货(Volatility Index Futures,VIF)成交量先声夺人。 在一个竞争性领域,芝加哥期权交易所和标准普尔产品都成功避开了众望所归的市场赢家...
基于4个网页-相关网页
Finally, through mathematical models and empirical analysis we will discuss the cost impact on trading volume and volatility in stock index futures market.
最后,通过建立数理模型、实证分析来说明交易成本对股指期货市场交易量和波动性的影响。
This paper is directed against the stock index futures market volatility spillover effects of study.
本文是针对股指期货市场的波动溢出效应所做的研究。
The empirical results suggested that the correlation and volatility ratio between index futures and spot vary over various time scales.
进一步研究表明,波动性和相关性的多尺度变化导致了最小方差对冲比率及对冲效率呈相似规律的多尺度变化。
应用推荐