Beside,discusses the motion of Shanghai composite index,Positive analyzes the forecasting of Shanghai composite index based on Gompertz function in one bull stock market,obtaines some profitable results.

We apply the threshold autoregressive average model to the study of Shanghai composite index which covers the closing price per week from June 1st,2005 to April 21,2008.

By using co-integration theory of quantitative economics,error and correction model and Granger causality test method,an empirical analysis is made on Shanghai Stock Exchange composite index and Shanghai Stock Exchange fund index,reasoning that there is an interactive relationship and longterm balance relationship between China s stock market and securities investment fund market.

Does Shanghai Stock Exchange Composite Index Deviate China s Fundamentals?;

This paper forecasts the SHCI in a creative way with the second order and the third order discrete form of Nonlinear Tracking-Differentiator,which is be based upon the principle of the Nonlinear Tracking-Differentiator.

Based on introducing the principle of the Non-linear Trace Differential,this paper simulates and forecasts the SHCI and compared it s results to that of the Moving Method of Mean.

The feasibility analysis for using CSI 300 Index to take place of the Shanghai Composite Index;

But now the "distortion" phenomenon of Shanghai Composite Index has become more and more serious, which is reported by many published and referred as the "phenomenon of two-eight”and "good index performance does not mean making money”.

On the basis of the comparison and analysis of general VaR methods in the process of computing the VaR of Shanghai Composite Index, this paper seeks to create a model of more accuracy and practical guidance to the VaR measurement of Shanghai Complex Index.

The Stable Distributions of SZSI and SHCI;