In this article the author found, on the bases of his study of the statistical characteristics of wheat futures reward time series in recent year in Zhengzhou Futures Exchange, some abnormality and dependence of futures reward with a thick tail distribution compared with that of normal one.
进一步对其中具有ARCH效应的序列合约进行了分析,采用GARCH和EGARCH类模型进行了描述,分析了期货收益的波动集群性和杠杆效应。
An Empirical Study on the GARCH Effect of China s Soybean Futures;
中国大豆期货收益GARCH效应的实证研究
An Empirical Study on the Relationship between Fuel Oil Futures Returns and Its Trading Volume;
我国燃料油期货收益、交易量关系的实证研究
Empirical Study on Discrete-time Interval between Extreme Volatilities of Futures Return Rate
期货收益率极端波动离散间隔的实证研究
Yield Curve Option-Pricing Models
收益曲线期货标价模式
Real Stock Returns, Inflation and Monetary Cyclical Nature in China;
实际股票收益、通货膨胀与货币政策的周期性
On Nonlinear Risk-payoff Hedging Strategy in Futures Market;
期货市场套期保值非线性风险-收益策略
Options Pricing of the Convenience Yield for Futures and Its Demonstration;
商品期货便利收益的期权定价及实证检验
YTM [yield to maturity]
全期收益，到期收益［
Analyses of Volatility between Open Interest and Returns in China s Futures Market;
空盘量变动对我国期货市场期货价格收益波动性的影响
Long Memory in Returns and Volatility in China Futures Market;
我国期货市场期货价格收益及波动方差的长记忆性研究
The Analysis of Weekly Calendar Effects of Fluctuation Variance of Future Price Earnings and the Condition of China Future Market;
我国期货市场期货价格收益及条件波动方差的周日历效应研究
The dynamic relation between returns,trading volume and volatility in futures Markets in China;
我国期货市场期货价格收益、交易量、波动性关系的动态分析
In interest rate futures markets, it refers to the differential between the yield on a cash instrument.
在利率期货市场中是现金工具的收益差价。
Using the Long and Short Index Trade System to Enhance the Profitability of the Future Speculation;
利用多空指数交易系统增加期货投机的收益率
A Study of the Day of the Week Effect in Return and Volatility at the Shanghai Futures Market;
上海期货市场收益和波动的周日历效应研究
An Analysis of Reward Volatility of Futures Market in China--Take Copper Contract As An Example;
我国期货市场收益波动性分析——以铜合约为例
Evaluation of Manipulation Cost and Benefits on Futures Market;
商品期货市场操纵成本以及操纵收益评价
Analysis on the defects of agent profit regulations in the abroad futures tradings;
境外期货交易代理人收益制度的缺陷及其改正
