The article analyzed the reasons that aroused the mean reversion in stock index futures, and the calculation methods of the coefficient of the first-order autocorrelation in basis change.
阐述了指数期货中均值回复现象产生的原因，并进而分析了基差变化中的一阶自相关系数在不同情况下的计算方法。
The Empirical research result certificate the price-earnings ratio index time series of Shenzhen composite B-share index having the mean reversion characteristic.
实证研究的结果证明深证综合B股指数的指数市盈率时间序列具有均值回归特性。
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