1.
Volatility Analysis of Chinese Stock Market by Stochastic Volatility Model with 2006 and 2007′s Data;
基于随机波动模型的沪深股市波动分析——以06,07年度沪深股指为例
2.
Asymmetric CARCH Effective Analysis of SZCI and SHCI Balance;
沪深股指差额非对称的CARCH效应分析
3.
Volatility Characteristic Analysis of the Stock Price Index Returns in China Based on ARCH Models;
基于ARCH模型的沪深股指收益率波动特征分析
4.
Analysis of the Leverage Effect and Week Effect of Waving in the Shanghai and Shenzhen Stock Index;
沪深股指波动的杠杆效应和星期效应分析
5.
Correlation analysis of the Shanghai-Shenzhen stock index based on Gaussian Copula and t-Copula;
基于Gaussian Copula与t-Copula的沪深股指相关性分析
6.
The Study on the Intraday Interaction Relationship between the Hushen 300 Index and the Stock Index Futures;
沪深300股指与股指期货日内互动关系研究
7.
A study of the Hushen Index Effect under behavioral finance perspective;
沪深股市指数效应的行为金融学解释
8.
A Study on Arbitrage of ShangHai ShenZhen 300 index futures;
运用沪深300股指期货进行期现套利
9.
Lunar Cycle Effect on Chinese Stock Market Returns;
深沪股市指数月运周期效应实证分析
10.
The Statistic Analysis of the Financial Data of Different Industries for the A\|Stock Listed Companies in Shenzhen Stock Exchange & Shanghai Stock Exchange;
对深沪A股各行业财务指标的统计分析
11.
The Analysis on Arbitrage-free Zone of Hu-shen 300 Index Futures
沪深300股指期货无套利区间分析
12.
A Variance Ratio Test on Chinese Stock Monthly Indixes;
沪深股市月股价指数变动的方差比检验分析
13.
Analysis of the Linkage between Hushen300 index and Primary Foreign Stock Indices;
沪深300指数与世界主要股票指数的关联性分析
14.
Tail Index Estimation of Heavy-tailed Distribution and Empirical Analysis of China s Stock Markets;
重尾分布的尾部指数估计及沪深股市实证分析
15.
Price Discovery Function of CSI 300 Index Futures Based on Mock Trading;
我国沪深300股指期货仿真交易的价格发现分析
16.
Empirical Analysis of the Fund Index in VAR Model-based Shanghai and Shenzhen Stock Exchanges;
基于VAR模型的沪深股市基金指数的实证分析
17.
The Analysis of Fractal Features and Long-run Memory Mechanism in the Shanghai and Shenzhen Stock Market Composite Index Systems;
沪、深股市综合指数分形特征及长期记忆研究
18.
Study on the Volatility of Returns Rate of Real state Indices in Shenzhen and Shanghai Security Market;
深市、沪市地产股指数收益率波动性的统计研究