统计研究 ›› 2003, Vol. 20 ›› Issue (8): 50-4.

• 论文 • 上一篇    下一篇

指数期货合约定价模型及其实证研究——对恒生指数期货合约定价的实证分析

徐国祥;檀向球   

  1. 上海财经大学
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2003-08-15 发布日期:2003-08-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2003-08-15 Published:2003-08-15

Abstract: 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.