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1)  ShangHai ShenZhen 300 index futures
沪深300股指期货
1.
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
2)  CSI300 futures
沪深300指数期货
1.
Then based on the minimum variance model,we use the sample data of CSI300 futures to measure the optimal hedging ratio empirically and compare its effectiveness by way of OLS(Ordinary Least Squares),VAR(Vector Auto-Regression),ECM(Error Correction Model)and GARCH(General Auto Regression Conditional Heteroskedasticity)methods.
在分析和比较常用的几种股指期货最优套期保值比率确定模型的基础上,基于风险最小化模型框架,利用沪深300指数期货合约模拟运行以来的样本数据,通过最小二乘回归模型、向量自回归模型、误差修正模型以及广义自回归条件异方差模型四种估计方法,对其最优套期保值比率进行了实证测算和绩效比较,提出了相应的政策建议和投资策略。
2.
Focusing on the hedge function of the stock index futures, this paper analyzes the optimal hedging strategy and its efficiency in theory and calculates the optimal hedging ratio and its efficiency indicator with the high frequency data of CSI300 futures.
股指期货在中国尚属新兴事物,唯一的沪深300指数期货仍在仿真交易中。
3)  Shanghai-Shenzhen 300 index
沪深300指数
1.
Understanding the Terms in Shanghai-Shenzhen 300 Index Futures Contract (Exposure Draft);
沪深300指数期货合约(征求意见稿)条款的解读
4)  Hushen 300 Index
沪深300指数
1.
Study on the Arbitrage between HuShen 300 Index Futures and Closed-end Funds;
沪深300指数期货与封闭式基金套利交易的实证研究
2.
Through the research of the correlation of Shanghai Composite Index and Hushen 300 Index,the effect of weighted shares was analysed and some advises were given about choosing the index in our investment.
通过对上证指数和沪深300指数相关性的研究,阐述了大盘权重股对市场指数产生的影响,并对在投资活动中如何选用指数给出了建议。
3.
Hushen 300 Index as integrate index of Shanghai Composite and Shenzhen Component has a well-applied prospect.
沪深300指数,作为跨沪深股票市场的统一指数,在投资组合风险管理中,具有广阔的应用前景。
5)  CSI300
沪深300指数
1.
The Empirical Analysis of Optimal Hedge Rate of csi300;