摘要
The paper deduces Stock Index Futures Pricing Models respectively under the ideal circumstance and under the restrictive circumstance and makes an empirical study on the pricing efficiency of HIS index futures.
The paper deduces Stock Index Futures Pricing Models respectively under the ideal circumstance and under the restrictive circumstance and makes an empirical study on the pricing efficiency of HIS index futures.
出处
《统计研究》
CSSCI
北大核心
2003年第8期50-53,共4页
Statistical Research
基金
教育部优秀青年教师资助计划项目<我国指数期货合约模式的定量研究>
国家社会科学基金项目<我国股票指数产品创新及其风险控制研究>的研究成果之一。
