Based on the EGARCH model of GED distribution, this paper fit China Shanghai-Shenzhen 300 Stock Index's volatility. The results show that the EGARCH model can fit China's stock index volatility well. The Shanghai-Shenzhen 300 Stock Index closing price fluctuations have a leverage effect, "...
The Shanghai and Shenzhen 300 stock index futures will soon be launched, stock index futures with a leverage effect, it is necessary to set the research of the margin level of stoc... 查看全部>>关键词: Shanghai and Shenzhen 300 index Index futures Margin level Generalized Pareto Distribution...
CSI 300 Index -0.91% CSI 300 Index -0.91% Meng Lei, a Chinese stock strategy analyst at UBS Securities, said at the UBS Greater China Conference that the worst time for A-shares has passed, as corporate profits have begun to rebound, policies continue to strengthen, and investor confidence...
The paper tested and analyzed the relations between Shanghai-Shenzhen 300 index (SHSZ300 index) in China and the world's primary stock indexes by VAR model, Granger causality test, impulse response analysis and Johansen co-integration test. The empirical results indica...
On February 7, the Shanghai and Shenzhen 300 ETF eFangda closed at a scale of about 103 billion yuan, breaking through 100 billion yuan for the first time, an increase of nearly 111% over the size at the beginning of the year (48.8 billion yuan), making it the third stock ETF ...
Shanghai Stock Exchange B shares Index (CSEIB:): Stock quote, stock chart, quotes, analysis, advice, financials and news for Index Shanghai Stock Exchange B shares Index | Monde: CSEIB | Monde
The Shanghai stock index depends not on its level, but on its capacity. Recommend the Shanghai Stock Exchange 50, Shanghai and Shenzhen 300, Hang Seng international index, these stocks with fixed components, and its valuation relative to low stocks. The return of head companies must be ...
Shanghai Stock Exchange Composite Index 3340.7 -6.1 (-0.18%) IndexesPriceDayMonthYearDate HK50 23,381.99 99.66 0.43% 6.42% 24.23% May/27 SHANGHAI 3,340.69 -6.15 -0.18% 1.59% 7.43% May/27 CSI 300 3,839.40 -20.71 -0.54% 1.53% 6.38% May/27 SHANGHAI 50 2,685.28 -14.14 -0.52% ...
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The index is rushing. Stock Index Futures It's also carnival. Disk shows that yesterday's main contract IF1412 opened 10 points, a small callback immediately after the head up, the whole day amplitude 6.83%, or 5.26%, closing at 3327.2 points; spot Shanghai and Shenzhen 300 index's whol...