我国封闭式基金折价的协整研究

Cointegration study on Closed-End Funds discount in China

封闭式基金折价相互联动的现象比较明显 ,但各基金的波动性之间究竟存在怎样的内在关系 ,则需要从数量分析的角度来加以考察 .本文运用协整分析方法来考察各封闭式基金折价波动性之间的联动关系 .

There is notable linkage between Closed-End Funds discount, but the internal linkage of the Closed-End Funds from the point of view of quantitative analysis is should analysed. The linkage between Closed-End Funds discount is analysed by cointegration analysis in this paper.