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中国燃油期货市场有效性及价格发现功能研究 被引量：1

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摘要 运用动态计量经济方法,从多角度对我国燃油期货市场的有效性和价格发现功能进行实证分析,结果表明我国燃油期货市场尚未达到弱式有效,与普氏燃油现货之间不存在因果关系。
作者 何莹
机构地区 中国国际石油化工联合有限责任公司
出处 《金融教学与研究》 2012年第5期51-55,共5页 Finance Teaching and Research
关键词 燃油期货市场 有效性 价格发现功能 GARCH模型
分类号 F224 [经济管理—国民经济] F724.5 [经济管理—产业经济] F426.22 [经济管理—产业经济]
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参考文献25

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二级参考文献7

共引文献2

同被引文献18

  • 1谭庆美,吴金克.纽约原油期货市场多重分形特征研究[J].西北农林科技大学学报（社会科学版）,2007,7(1):84-87. 被引量：5
  • 2魏宇.中国股市波动的异方差模型及其SPA检验[J].系统工程理论与实践,2007,27(6):27-35. 被引量：22
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金融教学与研究
2012年 第5期

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