| 我国封闭式基金折价的协整研究 |
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| 引用本文： | 黄向阳,杨辉耀,陈学华.我国封闭式基金折价的协整研究[J].广州大学学报(自然科学版),2003,2(4):311-313. |
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| 作者姓名： | 黄向阳 杨辉耀 陈学华 |
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| 作者单位： | 广州大学,数量经济研究所,广东,广州,510405 |
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| 摘 要： | 封闭式基金折价相互联动的现象比较明显，但各基金的波动性之间究竟存在怎样的内在关系，则需要从数量分析的角度来加以考察。本文运用协整分析方法来考察各封闭式基金折价波动性之间的联动关系。
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| 关 键 词： | 封闭式基金 ADF检验 Johansen检验 |
| 文章编号： | 1671-4229(2003)04-0311-03 |
| 修稿时间： | 2002年12月9日 |
Cointegration study on Closed-End Funds discount in China |
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| HUANG Xiang-yang,YANG Hui-yao,CHEN Xue-hua.Cointegration study on Closed-End Funds discount in China[J].Journal og Guangzhou University:Natural Science Edition,2003,2(4):311-313. |
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| Authors: | HUANG Xiang-yang YANG Hui-yao CHEN Xue-hua |
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| Abstract: | There is notable linkage between Closed-End Funds discount, but the internal linkage of the Closed-End Funds from the point of view of quantitative analysis is should analysed. The linkage between Closed-End Funds discount is analysed by cointegration analysis in this paper. |
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| Keywords: | Closed-End Fund ADF test Johansen test |
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