Dissertation > Excellent graduate degree dissertation topics show

Stock index futures margin level of research

Author: YuLiang
Tutor: HuangChunGuo;ZhangYing
School: Southwestern University of Finance and Economics
Course: Finance
Keywords: Stock index futures Margin levels EWMA GARCH Extreme Value Theory Price limit
CLC: F224
Type: Master's thesis
Year: 2011
Downloads: 132
Quote: 0
Read: Download Dissertation

Abstract


Related Dissertations

  1. A Study about the Stock Index Future’s Influence on the Stock Market,F224
  2. Shanghai and Shenzhen stock markets empirical research,F224
  3. Research on Support Vector Regression in Prediction of the Short-term Load of Power System,TM715;F224
  4. In the standard model based on VaR Equity Fund Risk Assessment Study,F224
  5. Price Volatility Risk Assessment and Comparison of China’s Commodity Futures,F224
  6. The Calculation of Margin in Small Board of China,F832.5
  7. Comparison and Empirical Analysis of Value-at-Risk Prediction Models,F832.51
  8. Stock Index Futures on the spot market Empirical Study,F224
  9. Applied Research Based on GARCH-VaR Model in Our ETF Risk Measurement,F224
  10. Securities investment funds and stock market stability study,F224
  11. Research and Implementation of Anti-Interference Location Algorithm Based on RSSI,TN929.5
  12. GREY-GARCH - based model of the Chinese stock market volume and price relationship,F224
  13. The Application Research to Risk Measurement of Index Futures,F224
  14. An Empirical Study on Risk Transmissions between Stock Index and Index Futures Markets in China,F832.51
  15. Based on statistical arbitrage theory of intertemporal arbitrage index futures,F224
  16. Our open-end fund market risk measurement,F224
  17. Arbitrage Opportunity Analysis of Stock Index Futures and Sse 50 Constituent Stocks,F832.51
  18. Future-cash Arbitrage and Risk Research in China Based on Copula-SV Model,F224
  19. China 's stock index futures market , legal and regulatory system,F832.51
  20. Our stock index futures market volatility on the stock market impact analysis,F224
  21. China 's stock index futures prices on the spot market volatility and the cointegration test study,F224

CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
© 2012 www.DissertationTopic.Net  Mobile