stock index futures

Therefore, all the capital stock index futures is a big risk.

所以, 把所有资本投入股指期货风险是很大的.

Chapter II listed stock index futures trading systems and strategies related to theory, introduced the related program trading system.

第二章列举股指期货交易系统和策略相关的分析理论、介绍了国内外相关程序化交易系统。

Now, several years of preparation of stock index futures was the want.

现在, 准备数年的股指期货终于要破茧而出了.

Now there are several stock index futures with China concept in overseas market.

目前境外已有数种中国股指期货期权产品进行交易。

Stock Index Futures has become one of the most important and successful financial tools in the world.

股指期货是目前世界上最重要、发展最为成功的金融工具之一。

In order to ensure the safe operation of huge sum of money and the normal development of the stock market, there is an urgent need of efficient risk prevention instruments such as stock index futures in Chinese capital market.

为保证大资金的安全运作和股市的正常发展，中国资本市场急需股指期货等有效的避险工具。

To meet the demand of risk management in the spot market, stock index futures appeared in 1982.Although only a short period of 20 years, the stock index futures showed strong vitality and pushed the development of financial futures markets to new heights.

自1982年首个股指期货合约在美国诞生以来，尽管只有短短的二十多年发展历史，但它一出现就显示出强大的生命力，并把金融期货市场的发展推向了新的高峰。

So far, we only have stock index futures in the market and we have already used it in our investment strategy, says Mr Hu, adding the company will apply other strategies in the coming years such as high-frequency trading.

目前我们市场上才刚刚出现股指期货，而我们已经把它应用到我们的投资策略中。他表示，未来几年内，纽银梅隆西部基金管理公司还将采用其它投资策略，如高频交易。

Stock index futures refers to the price index for the subject of the standard contract.

股指期货是指以股价指数为标的物的标准化期货合约。

Though the stock index futures has more than twenty years history, development is fast.

股指期货从产生到现在，虽然只有20多年的历史，但发展速度之快，发展规模之大，都让人始料不及。

It introduces the concept and history of stock index futures, and describes its characters by comparing stock index futures with commodity futures.

论述了股指期货的概念及其历史发展过程，通过对股指期货与商品期货及股票的比较得出股指期货的特征。

Investors demand to use stock index futures to avoid systematic risk of securities market.

投资者需要使用股票指数期货来对冲证券市场的系统风险.

Stock index futures have become one of the most successful futures products in the international futures market, and play an important role in that.

股指期货现在已经成为国际期货市场上最为成功的期货品种之一，在期货市场上发挥着重要的作用。

Promotion of Stock Index Option Market to Stock Index Futures Market: Evidence from Korea

股指期权对股指期货的促进作用：来自韩国的证据

Where a QFII participates in stock index futures trading through different fund accounts, it shall ensure the independence of each fund account.

合格投资者的不同资金账户参与股指期货交易应当独立运作。

Meanwhile, as an associated research of the GARCH empirical model study, this paper, also compares the relations between stock-index futures and the long-term fluctuations in the spot market through schematic analysis.

同时，作为GARCH实证模型分析的辅助性研究，本文运用图表分析的方法，使用成熟资本市场&香港恒生指数直观的比较了股指期货上市后与现货市场长期波动关系。

Analysis shows that Shanghai-Shenzhen 300 index is the best underlying index for China first stock index futures and option.

结果表明，沪深300指数是我国首只股指期货最佳标的指数候选者。

Early-warning of stock index futures risks is an important link in financial risk control and is also widely applied to market safe operation.

股指期货风险预警是金融风险控制的重要环节，在市场安全运行方面有着广泛的应用。

First of all, this chapter gives an overview of illegal transaction in stock index futures.

本章内容首先对股指期货不法交易行为进行概述。

Investors from the spread and open analysis of the volume of stock index futures?

投资者如何从价差和未平仓量分析股指期货?

China Financial Futures Exchange ( CFFE) has been established in Shanghai on September 8,2006, the founding of CFFE prelude to the development of stock index futures in our country.

2006年9月8日中国金融期货期货交易所（以下简称中金所）在上海成立，中金所的成立揭开了我国股指期货发展的序幕。

Trends of Global Exchange-traded Stock Index Futures and Options Market and Its Implication

全球股指期货与期权市场的发展动向及启示

The second chapter first introduces the basic concept of stock index futures. Then it describes Shanghai and Shenzhen 300 index and its index futures. Finally it introduces the selected samples of the empirical research.

第二章首先介绍了股指期货的基本概念，接着介绍了本文的研究对象现货指数沪深300指数和沪深300指数期货合约的基本情况，最后介绍了本文实证研究所选取的样本情况。

The second is the risk of stock index futures and the impact on China capital market, risk is from the perspective of investors, sub-6 discussed in detail, and also established a risk model Moni Stock Index Futures measure the risks.

第二个方面是研究股指期货的风险及对我国资本市场的影响，风险是从投资者的视角分6个方面详细介绍的，同时建立了风险模型模拟测算股指期货推出后所产生的风险。

Since 1982 when it was first introduced in KCBT, the stock-index futures, as a mature risk control instrument in international capital market, has rapidly developed in the whole world.

股票指数期货是国际资本市场成熟的风险管理工具，自1982年美国堪萨斯期货交易所（KCBT）首先推出以来，在全球得到迅猛发展。

Correlation between stock index futures and spots is an important factor influencing hedging performance and the basis for future contract selection.

股指期货与现货之间的相关性是影响套期保值效果的重要因素，也是选择期货合约品种的重要依据。

Today, interest rate and stock index futures attract the greatest volume.

金融期货, (例如利率及股价指数期货)是当前成交量最大的期货品种.

Third, the stock index futures market.

第三, 股指期货上市.

After 25 years' development, stock index futures have become one of the most successful varieties of the futures in the international futures market.

经过25年的发展，股指期货己经成为国际期货市场最成功的期货品种之一。

Then the article modify GARCH model and introduce dummy variable ω, the assignment by dummy variables ω defined in the time features of the sample data, the coefficient λ of dummy variable ω reflects the volatility of spot market price after the listing of stock index futures.

再对GARCH模型进行修正，引入虚拟变量ω，通过对虚拟变量ω的赋值界定样本数据的时间特征，虚拟变量ω的系数λ则反映股指期货上市后现货市场价格波动的变化程度。