Systems Engineering —Theory & Practice 2008 Issue 8 jin rong xi tong gong cheng : yi ge xin xing de chong man tiao zhan de yan jiu ling yu

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Systems Engineering —Theory & Practice
1000-6788
2008 Issue 8

jin rong xi tong gong cheng : yi ge xin xing de chong man tiao zhan de yan jiu ling yu
wang shou yang ; zhang wei

..............page:1

Unbiased estimation,price discovery and market efficiency:Relationship between futures prices and spot prices
CHEN Rong;ZHENG Zhen-long

..............page:2-11,37

Correlation analysis of trading halts caused by abnormal volatility and share index in different market states
CHEN Shou;YI Shuang-wen;LIU Duan

..............page:12-16

Dissimilation of day-of-week effects between bull and bear markets——An empirical research in Chinese stock market
CUI Jing;YANG Yang;CHENG Gang;ZHAO Xiu-juan

..............page:17-25

Analysis of the time-varying dependence of foreign exchange assets
GONG Pu;HUANG Rong-bing

..............page:26-37

Research on staging investment cost and supplemented investment triggers of early-stage-high-technology growth-oriented companies
GUO Ju-e;YAN Wen-jun;ZHANG Guo-xing

..............page:38-43

Empirical study on the price discovery of A and B shares in China
GUO Xue-mei;LI Ping;ZENG Yong

..............page:44-54,80

Panel Granger Causality tests for the redemption of Chinese open-end fund
LI Shi;LEI Liang-tao

..............page:55-62

Intraday effects analysis of Chinese futures markets
LIU Xiang-li;CHENG Gang;CHENG Si-wei;WANG Shou-yang;HONG Yong-miao

..............page:63-80

Credit decision model including default risk parameter
PANG Su-lin;WANG Yan-ming

..............page:81-88,117

Margin requirements, inter-market arbitrage and drift of the dominant contract of SHFE copper futures
SONG Jun;WU Chong-feng;MA Yi-wei;SUN Xiu-lin

..............page:89-97

A case for financial systems engineering: Study on mutual funds evaluation
WANG Shuan-hong;WANG Shou-yang

..............page:98-106

Risk allocation in risk management
XIA Lu;WEI Xian-hua;JIANG Tie-jun;CHENG Bing

..............page:107-117

Empirical research on the chaotic dynamical features of exchange rate time series
XIE Chi;YANG Ni;SUN Bo

..............page:118-122

Dynamic portfolio selection based on serially correlated return——Dynamic mean-variance formulation
XU Yun-hui;LI Zhong-fei

..............page:123-131

Comparative empirical study on the margin setting of stock index futures calendar spread trading
YANG Hai-zhen;YAN Hong-liang

..............page:132-138,170

Synthetic estimation and analyses of new position in financial opening-up in China
ZHANG Jin-qing;LIU Qing-fu

..............page:139-148

Liquidity management of the participants in Chinese large-value real time gross settlement system
ZHANG Min;WEI Xian-hua;PAN Song;SONG Yang;CHEN Min

..............page:149-158

Statistical inference of default probability in credit risk models
ZHOU Yong;XIE Shang-yu;YUAN Yuan

..............page:206-214

Recovering of implied risk-neutral probability distributions of foreign exchange futures options and market sentiment
ZHOU Juan;HAN Li-yan

..............page:197-205

Excavate mutual funds' management information based on DEA model
ZHAO Xiu-juan;MA Chao-qun

..............page:190-196

Impacts of capital adequacy regulation on risk-taking behaviors of banking
ZHANG Zong-yi;WU Jun;LIU Qiong-fang

..............page:183-189

Research on factors influencing Renminbi real exchange rates
ZHANG Yu-qin;LIN Gui-jun;ZHENG Gui-huan

..............page:171-182

The innovation of financial service industry in China: An overview at the beginning of the new century
ZHANG Wei;YU Ying;ZHANG Yong-jie;XIONG Xiong;ZHAO Shuai-te

..............page:159-170