股指期货对股市波动性研究参考文献

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股指期货对股市波动性研究

股指期货推出对股市波动性影响探究 ——基于中国台湾和印度市场的实证研究-(王振东-
中央财经大学)
https://kns.cnki.net/KCMS/detail/detail.aspx?dbcode=CMFD&filename=2008129384.nh

股指期货的推出对我国股市波动性和流动性的变动影响及对策研究-(黄添勇-厦门大学)
https://kns.cnki.net/KCMS/detail/detail.aspx?dbcode=CDFD&filename=1014222678.nh

股指期货推出对股指波动率影响的实证研究-(龚承刚,付英俊,陈佩仪)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=TJJC201215049&dbcode=CJFQ&dbname=CJFD2012&v=zFhZ7EDimM_Hr97nt09XE
_b18ZSDXGevAyefqModwXi6Op_S32mx9Zt43PoGDSw6

我国推出股指期货对股票市场波动性影响的实证研究(陈晓静,李冠琦)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=GJSJ201102010&dbcode=CJFQ&dbname=CJFD2011&v=UKgWr98i0RDHwxDkxNI
YSNVG75Sl5Nt0v5rrQ9ns91bdbrY_r3Uq7gv0pc-YEfaI

股指期货推出对我国现货市场波动性影响的实证研究-(胡越)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=ZQQH201304020&dbcode=CJFQ&dbname=CJFD2013&v=dJzZ1lYXMo8yEA_e-
wnzTSc2iaJEY165hQy7GVsThRPhnXOm-1eBdB-oZR_QZwcv

股指期货影响股市波动的机制解析与实证检验-(蔡向辉-复旦大学)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=2010194499.nh&dbcode=CDFD&dbname=CDFD2010&v=ILgb4dw-
WfP6ue01xW7fQa_nnJMm7eUWQMmg9-ZzQP616JldtOlwPRhSK6CnkoqC

股指期货推出对中国股票市场波动率的影响-(黄丹-复旦大学)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=1014444541.nh&dbcode=CMFD&dbname=CMFD2015&v=UkbgvzU19ilAe_cY25yK
2tnJ8Kf0PAJxM5wcBKvgQb3IEziaCvR1_aZR-fMuz7yl

基于 GARCH-M 模型的股指期货对股市波动影响的研究(曹栋,张佳)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=ZGGK201701004&dbcode=CJFQ&dbname=CJFD2017&v=WN3UEB_VLlTtRZ4gw
MX10bFqT8jqyT2a6x9wYshnOcWMW0_ljdUwWl0aZ70TvZnV

股指期货对标的指数波动性影响分析——基于中证 500 股指期货-徐金剑(青岛大学经济学


院)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=JRJJ201610040&dbcode=CJFQ&dbname=CJFD2016&v=ImvOOcH7XQUMKi_B45z
EooiQpiogr-UYZ9h1mgQzDokqMHbCjULmiGbZB6_QFnyK
中证 500 股指期货对股票市场波动性影响分析-白钰(内蒙古大学)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=1017110117.nh&dbcode=CMFD&dbname=CMFD2018&v=FqlG_0u1mNWM9Z9nVp
S_oJrR0idx6cqQG45KypeFp-Kf4V2GLY9kbcvBBkqWpANl

中证 500 股指期货推出降低了中国股市波动吗?——来自 2007—2016 年沪深股市的证据-


(顾海峰,周亚勇)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=TJLT201902015&dbcode=CJFQ&dbname=CJFDTEMP&v=JreCpzqQRY3NDWvecV3
obQiphrDhePwTnAeVwWXfYWgV4PTpDEbCpdIyiBpXJctE

中证 500 股指期货对股市波动性的影响研究 ——基于面板数据政策评估方法的分析 (胡若


曦-山东大学)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=1020009460.nh&dbcode=CMFD&dbname=CMFDTEMP&v=4sCh0VFR1K0EEuhno2
D92ad5To641JE-8yhOA5rePs_ex5AeFbjvZy33Ob5i87BA

股指期货推出对中国股票市场波动性的影响研究——基于沪深 300 股指期货高频数据的实


证分析(张孝岩,沈中华)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=TZYJ201110013&dbcode=CJFQ&dbname=CJFD2011&v=GMFkHBKWbbjuNXz_G-
YZtu9_OBu_302udVhG5cNM_TNAROFt9b9b9mnIwfnQYd8y

我国沪深 300 股指期货对股票现货市场波动性影响研究-(于帆-华中师范大学)


https://kns.cnki.net/kcms/detail/detail.aspx?
filename=1013275809.nh&dbcode=CMFD&dbname=CMFD2014&v=6BEYDSSOE7hPC9AYRn
26lSWvEPrtTdZp0b0MKPES_03jrRrRlgDUYTQc7y5q9rjD

基于 GARCH 模型的沪深 300 指数收益率波动性分析-赵莉(成都理工大学)


https://kns.cnki.net/kcms/detail/detail.aspx?
filename=1012500675.nh&dbcode=CMFD&dbname=CMFD2013&v=SX6HFnrl89LbF4l35RcM
TC-7zrCcFVB6n3IIsL-njvvVSWkLZXzIOkLOK_IGniKo

沪深 300 股指期货 VaR-GARCH 模型风险管理研究——基于恒指期货的比较视角(许伟浩)


https://kns.cnki.net/kcms/detail/detail.aspx?
filename=GXJR201108009&dbcode=CJFQ&dbname=CJFD2011&v=R9UdNvxTyWBRZev67pP
z-YN6SVm21B-m7aWsA0UPj1csQVkhY5eDj5vOad9cztf--

股指期货对沪深 300 现货指数波动率的影响(吴泱)


https://kns.cnki.net/kcms/detail/detail.aspx?
filename=QHBR201104200041&dbcode=CCND&dbname=CCND2011&v=ke1ie23XzoRPPibB
U0yp8Po0YA7OCzAjHa6-xGZnri1axD89atrSy3Caa-FMbolBXyDgOMGZAUs=
股指期货对股票指数波动性影响的实证研究 ——基于沪深 300 股指期货与沪深 300 股指的
分析-(崔新亮-辽宁大学)(ARMA-ARCH 模型)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=1013103356.nh&dbcode=CMFD&dbname=CMFD2013&v=WTJBj03uUG_jYy4uvAZ
yGucW4IOJxkoEEEZtBs51CXf2LvnxRZy0tWGGx_HGFevT

股指期货对成分股和股指波动率的影响——使用面板 GARCH 模型和双重差分的分析-(鹿波)


https://kns.cnki.net/kcms/detail/detail.aspx?
filename=JRSH201701008&dbcode=CJFQ&dbname=CJFD2017&v=GbZRx917N7sLQdl6tFmw
pZmynolrBpVvJA12i1Qli4EVv6jCMnHn0PgizK46tDuL

股指期货上市对股市波动率的影响——基于双重差分模型的分析-(周亮)
https://kns.cnki.net/kcms/detail/detail.aspx?
filename=XNND201903015&dbcode=CJFQ&dbname=DKFXTEMP&v=SWC53wrHXExm7XU
RVcOLakbeq7sh_fKLdyBrwKqmuQKGdRhG1Onj8wHsNlEK-JSb

http://cdmd.cnki.com.cn/Article/CDMD-10564-1018808345.htm

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