2014•WIT transactions on information and communication technologiesRequires access

The empirical analysis on calendar spread arbitrage of CSI 300 stock index futures

Li Jiabei, Xu Zhang, Meng Li

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Abstract

Welcome to the WIT Press eLibrary - the home of the Transactions of the Wessex Institute collection, providing on-line access to papers presented at the Institute's prestigious international conferences and from its State-of-the-Art in Science & Engineering publications.

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Welcome to the WIT Press eLibrary - the home of the Transactions of the Wessex Institute collection, providing on-line access to papers presented at the Institute's prestigious international conferences and from its State-of-the-Art in Science & Engineering publications.

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Available abstract

Welcome to the WIT Press eLibrary - the home of the Transactions of the Wessex Institute collection, providing on-line access to papers presented at the Institute's prestigious international conferences and from its State-of-the-Art in Science & Engineering publications.

Key concepts: Futures contract, Arbitrage, Computer science, Index (typography), Stock index futures, Index arbitrage, Stock (firearms), Stock market index

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