Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.
从分析CAPM(资本资产定价模型)入手，提出了用股票指数期货来对冲股票组合风险的一种方法。
The third part deeply conforms to the analysis on, the causes of risk formations in China's petroleum futures market, which mainly always from the stock market risk and from the futures market risk.
第三部分深入剖析了中国石油期货市场的风险形成原因，主要从来自现货市场的风险和来自期货市场的风险两方面进行分析。
From the legal point of view, this paper research on the risk control of index futures and related questions, put forward a sound proposal based on the analysis of the actual conditions in China.
本文从法律角度入手，对股指期货风险控制的相关问题进行分析，并结合我国现实国情提出完善建议。
Through the use of spot prices and futures prices of historical data, to do regression analysis can achieve.
通过使用现货价格和期货价格的历史数据，做回归分析就可以求得。
Futures market: price of goods, time-trend (Chart), K-line analysis (Fig), the details of the sale, the price of sub-scale, with out-on-demand, the related report.
期货行情：商品报价、分时走势(图)、K线分析(图)、买卖明细、分价量表、自选同列、相关报道。
The third chapter details on the general principles of design of futures design. Through empirical and theoretical analysis, we expounded the specific details of Coal Futures.
第三章详细介绍了期货和约要素的设计原则，通过实证与理论的综合分析阐述了和约要素的具体细节。
The five models used most often are oil futures prices, regression-based structural models, time-series analysis, Bayesian autoregressive models and dynamic stochastic general equilibrium graphs.
最常使用的五个模型是石油期货价格、回归结构模型、时间序列分析、贝叶斯自回归模型和动态随机一般均衡图。
Finally, through mathematical models and empirical analysis we will discuss the cost impact on trading volume and volatility in stock index futures market.
最后，通过建立数理模型、实证分析来说明交易成本对股指期货市场交易量和波动性的影响。
Based on the analysis of functions of futures market hedging, the critical point of hedging is obtained using the utility index method to make hedging decisions.
在简单阐述了期货市场套期保值的功能的基础上，利用效用指数法，得到套期保值的价格临界点，进行套期保值决策。
Through analysis of several experiments, we find that Winters model and BP neural network model are more accurate for price forecasting of crude oil futures and naphtha.
通过多个实验分析，发现，温特斯模型和BP神经网络模型分别是原油期货和石脑油的较精确价格预测模型。
The empirical results and theoretical analysis is coincident in this paper, it has important theoretical value and practical significance for risk prevention and control in our futures market.
本文的实证结果与理论分析是一致的，对我国期货市场风险的防范与控制具有重要的理论价值和实践意义。
This chapter is about the application of 300 index futures arbitrage strategy analysis.
本文第四章是关于沪深300指数期货套利策略应用的研究。
In this paper, we analysis the defects of least variance method, and advance a least second moment method of the futures hedging.
在本文我们分析最小方差法存在的缺陷，提出了套期保值的最小二阶矩方法。
The return series of New York oil futures market is analyzed based on multifractal detrended fluctuation analysis (MF-DFA) method, through which the obvious multifractal behavior has been found.
利用多重分形消除趋势分析法(MF -DFA)对纽约原油期货日收益率时间序列进行分析，发现纽约原油期货市场具有明显的多重分形特征。
The second part is the analysis of the legal supervision of stock index futures which is essential.
第二部分是股指期货监管的必要性分析。
The whole analysis is using the statistical software EVIEWS3.0 collection of the Week Dalian Commodity Exchange 1998-2003 data for soybean futures prices.
本文采用统计学软件EVIEWS3.0，收集了大连商品交易所的1998-2003的周数据，对大豆期货价格和现货价格进行了协整检验。
The second part is the specific analysis on the risks of stock index futures, including the type and the management of these risks.
其次，具体研究股指期货的风险特性，风险类型，以及股指期货风险管理的要求和制度。
This article introduces the support vector regression (SVR) principle into the petroleum futures forward price and has carried on the empirical analysis by the US crude price.
本文将SVR原理引入到石油期货价格的时间序列中，并以美原油价格进行了实证分析。
A Tentative Analysis on Agreement of Crude Oil Futures in New York Business...
纽约商业交易所原油期货合约浅析。李韫张丰胜普华永道。
A Tentative Analysis on Agreement of Crude Oil Futures in New York Business...
纽约商业交易所原油期货合约浅析。李韫张丰胜普华永道。
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