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- W2391236205 abstract "According to the data of financial future exchange in China,the paper builds the Co-integration Analysis Model.After the solution-finding,analysis and test of the model,the dominantly influential factors are: Hushen 300 index,holdings ratio between the main bull seller and bear seller,and ratio between the business volume and holding volume.Also some useful conclusions: in premium and agio can grasp the moving direction of the future stock index;ratio of change between the main bull and bear seller can grasp inflection point of bull seller and bear seller;ratio of change between the business volume and holding volume can control market risk." @default.
- W2391236205 created "2016-06-24" @default.
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- W2391236205 date "2011-01-01" @default.
- W2391236205 modified "2023-09-23" @default.
- W2391236205 title "Co-integration Analysis of the influential factor on the Futures Stock Index in China" @default.
- W2391236205 hasPublicationYear "2011" @default.
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