股指期货对股票市场波动性影响研究——以台湾市场为例

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摘要股指期货的推出对我国股票市场的影响引起社会各界的广泛关注。文章选取台湾新型市场数据为样本，采用GARCH模型实证分析股指期货对现货市场的影响，从而为我国市场提供指导性意见。

作者王凌之

机构地区华南师范大学经济与管理学院

出处《企业技术开发（下半月）》 2010年第1期23-24,共2页

关键词股指期货波动性 GARCH模型

参考文献5

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企业技术开发（下半月）

2010年第1期

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