3Damocaran J S. Toward an Understanding of Stock Index Futures [J].Joumal of Abnormal and Social Psychology,1990,(11).
4Hariis P.Clayton: Existence, Relatedness and Stocks[M].New York: Free Press,2007.
二级参考文献15
1WTO与中国期货市场课题组.WTO与中国期货市场[M].北京:中国财政经济出版社,2002..
2(美)詹姆斯·D·汉密尔顿.时间序列分析[M].北京:中国社会科学出版社,1999..
3Hansen L P, R J Hodrick. Forward Exchange Pates as Optimal Predictors of Future Spot Rates: An Econometric Analysis [Jl. Journal of Political Economy, 1980, 88(21) :829- 853.
4Johansen S. Estimation ,and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Modem [J]. Econometrica, 1991,59:1551 - 1580.
5Kellard N, P Newbold, T Rayner, C Ennew. The Relative Efficiency of Cenmodity Futures Markets [ J ]. The Journal of Futures Markets, 1999,19:413 - 432.
6Lai K S, M A Lai. Cointegration Test for Market Efficiency [J] .The Journal of Futures Markets, 1991,11:567 - 575.
7Shen C H, L R Wang. Examining the Validity of a Teat of Futures Market Efficiency: A Comment [J]. The journal of Futures Markets, 1990,10:195-196.
8Bigman D, D Goldfarb, E Schechtman. Futures Market Efficiency and the Time Content dthe Infortmation Sets[j]. The Journal of Futures Markets, 1983, 13:321-334.
9Crowder W J,A Hamed. A Cointegration Test For Oil Futures Market Efficiency [J]. The Journal of Futures Markets, 1993, 13:933 - 941.
10Chowbhury A R. Futures Market Efficiency: Evidence From Cointegration Tests [J]. The Journal of Futures Markets, 1991, 11: 577- 589.