1.
China commodity future margin level's dynamic set basing on VaR-CARCH mode
基于VaR-GARCH模型的中国商品期货动态保证金水平的设定
2.
Research of Dynamic Margin Adjusted by Liquidity;
经流动性调整的期货市场动态保证金研究
3.
A model of dynamic fiducial margin for single futures based on VaR-WKDE
基于VaR-WKDE单个期货合约动态基准保证金模型研究
4.
Positive Research on the Dynamic Relationship between Metal Aluminum Futures Price and Spot Price
金属铝期货与现货价格动态关系的实证研究
5.
Setting up of Prudent Dynamic Margin under Extreme Volatility of Futures Price:An Empirical Research Using Extreme Value Theory
期货价格极端波动下谨慎动态保证金水平的设定——基于极值理论的实证研究
6.
Moving Adjust Model of Margins in Futures Trade Based on GARCH-EWMA Model;
基于GARCH-EWMA原理的期货交易保证金随动调整模型
7.
Fluctuation Coefficient Function and Forecast Model of Futures Margin Based on Newton Interpolation;
基于牛顿插值原理的期货价格波动函数及保证金随动模型
8.
Margin requirements e ure the performance of both parties to a futures contract.
保证金要求是期货合约双方履约的保证。
9.
A Method for Futures Broker to Decide Margin;
期货经纪公司保证金的一种确定方法
10.
An Analysis of the Criminal Responsibility of Misappropriation of Futures Margin;
试析挪用期货保证金行为的刑事责任
11.
Empirical Study on the Margin Setting of Index Futures:Based on Asymmetric EWMA Estimator
有偏型EWMA的股指期货保证金设定的实证研究
12.
Futures Marginal Level Based on High Degree Expected Shortfall;
基于高阶期望损失的股指期货保证金设置
13.
Comparative empirical study on the margin setting of stock index futures calendar spread trading;
股指期货跨期套利交易保证金设置方法的比较
14.
The Price Relation between Futures and Forward Contract in the Case of Non-zero Margin;
考虑保证金的期货价格与远期价格的关系
15.
Pricing Futures Contract Considering Reserve Margin Based on Lookback Option Model
基于回望期权考虑备用保证金的期货定价模型
16.
Empirical Analysis on Gold Products Futures Hedging Functions in China
我国黄金期货套期保值绩效的实证研究
17.
Dynamic Relation Between Future Price and Spot Price;
期货与现货价格的动态关系——基于沪市期货交易所铜铝的实证分析
18.
Margin Level Set in Single Future Contract based on RiskMetrics Model;
基于RiskMetrics模型的单个期货合约保证金比例设计