Abstract
How to arbitrage and hedge without risk through stock index futures has become oneof the urgently to be solved technical problems before the launch. From the perspective of econometric model, this article attempts to make acomprehensive scientific inquiry into the arbitraging and hedging functions ofstock index futuresto provide some theoretical and technical suggestions for the launch of stock index futures in China. © 2012 Springer-Verlag GmbH.
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Lei, T., Zeng, C., & Li, B. (2012). A study on the stock index futures arbitraging and hedging model. In Advances in Intelligent and Soft Computing (Vol. 137 AISC, pp. 843–851). https://doi.org/10.1007/978-3-642-27866-2_103
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