| 我国股指期货的风险分析 |
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| 引用本文： | 许宁. 我国股指期货的风险分析[J]. 北方工业大学学报, 2004, 16(3): 62-66 |
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| 作者姓名： | 许宁 |
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| 作者单位： | 北方工业大学经济管理学院,100041,北京 |
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| 基金项目： | 北方工业大学校科研和教改项目 |
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| 摘 要： | 由于目前我国股市尚无做空机制,股指波动所引起的风险较大,而股指期货正是解决这一问题的重要工具.本文定性地分析了现阶段股指期货在我国尚待完善的资本市场上推出的风险主要来源于哪些方面,并定量地建立vAR模型以量化风险.
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| 关 键 词： | 股指期货 风险分析 风险计量 |
Risk Analysis of the Stock Index Futures of Our Country |
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| Xu Ning. Risk Analysis of the Stock Index Futures of Our Country[J]. Journal of North China University of Technology, 2004, 16(3): 62-66 |
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| Authors: | Xu Ning |
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| Abstract: | Because of lack of making-out mechanism, there is risk in the fluctuation of stock index. Stock index futures are just the facility to solve the problem. The article analyses qualitatively the main risks of stock index futures existing in the yet imperfect capital market, and quantitatively establishes the VAR model for measuring risks. This approach merits application. |
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| Keywords: | stock index futures risk analysis risk measuring |
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