Based on the HSI option data, this paper makes some empirical study on the implied volatility surface of the HSI option.
本文基于香港恒生指数期权数据,对恒指期权的隐含波动率表面动态过程进行了实证研究。
Mini-Hang Seng Index Options Contract
小型恒生指数期权合约
Overreaction in Hong Kong Hang Seng Index Option Market;
香港恒生指数期权市场的过度反应现象研究
Model-free implied volatility and its information content:Evidence from Hang Seng Index options
无模型隐含波动率及其所包含的信息:基于恒生指数期权的经验分析
Hang Seng China Enterprises Index Futures
恒生中国企业指数期货
Mini-Hang Seng Index Futures Contract
小型恒生指数期货合约
Hang Seng Commerce and Industry Sub-index Futures
恒生工商分类指数期货
Hang Seng Finance Sub-index Futures
恒生金融分类指数期货
Hang Seng Properties Sub-index Futures
恒生地产分类指数期货
Hang Seng Utilities Sub-index Futures
恒生公用事业分类指数期货
Hang Seng China Enterprises Index [HSCEI]
恒生中国企业指数〔恒生国企指数〕
The Experimental Research of Hedging through Stock Index Futures--The Example of Hong Kong Hang Seng Index Future;
指数期货套期保值实证研究——以香港恒生指数期货为例
Analysis on Short-term Behavior after Overreaction of the HIS,B Share Index and A Share Index;
恒生指数、B股指数和A股指数过度反应后短期行为分析
The Co-integration Analysis of HSIF and HSI;
香港恒生指数期货与现货协整关系分析
major Hang Seng Index constituent stock
恒生指数主要成分股
The Hang Seng Index fluctuated violently.
(香港)恒生指数宽幅震荡
HSCPI [Hang Seng Consumer Price Index]
恒生消费价格指数[
Hang Seng Midcap Index constituent stock
恒生中型股指数成分股
Hang Seng Midcap 50 Index
恒生50中型股指数
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