CSI 300 Index
Measuring and Comparing the Value at Risk Using GARCH and CARR Models for CSI 300 Index
... the CSI 300 stock index and the CSI 300 index ...The CSI 300 in- dex is a value weighted stock market index comprising 300 large capitalization traded ...
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Samuelson Effect and Hedging Effectiveness in the CSI 300 Index Futures
... the CSI 300 index futures to discuss the Samuelson effect and dissect the hedging results under both time varying volatility and futures ...the CSI 300 Index ...for CSI ...
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Clustering Analysis of Stocks of CSI 300 Index Based on Manifold Learning
... In this paper, we use Isomap processing closing price of stocks of CSI 300 Index. Results show that Isomap algo- rithm can reduce dimensionality of these high dimen- sional data. Reduced data points ...
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Information Content of CSI 300 Index Futures during Extended Trading Hours: Evidence from China
... Using high-frequency trading data at the minute level during April 16, 2010 to February 28, 2011, we were able to divide the trading of futures during extended hours into three parts: post-closing trading session ...
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Predictive Analytics on CSI 300 Index Based on ARIMA and RBF ANN Combined Model
... The time series of share prices is a highly noised, non-stationary chaotic system which possesses both linear and non-linear characteristics. The alternative of either linear or non-linear prediction models is of its ...
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Cross sectional return dispersion and volatility prediction
... the CSI 300 index, we have also examined the SSE and SZSE composite indices, which contain 1381 and 2057 stocks, respectively, during our sample period, and tested whether cross-sectional dispersion ...
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A Principal Component Approach to Measuring Investor Sentiment in Hong Kong
... sentiment index of Chen et al. (2010) by developing a new market sentiment index for the Hong Kong stock market by including the CSI 300 index, which represents the performance of the ...
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The Equity Choice of Institutional Investors in China’s Market
... In summary, we propose hypothesis 2: H2: The market performance information of listed companies CSI 300 index, beta value, market capitalization, share price, turnover and PB ratio in Ch[r] ...
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The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market
... 100 index tested a series of econometric model, including unit root test, vector error correction model, the establishment of such GARCH model and found that the introduction of stock index fu- tures, ...
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The Statistical Arbitrage Study of CSI 500 Stock Index Futures Based on Intraday Effect
... The CSI 500 stock index futures is a futures contract with the CSI 500 Index as the subject ...the CSI 500 stock index futures mainly focuses on price discovery and ...stock ...
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Detection of suicide among the elderly in a long term care facility
... The CSI consists of three sub-scales: depression, anxiety, and somatic complaints, all of which are common psychiatric problems in elderly ...items. CSI was previously tested on 41 elderly patients not ...
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Towards an Irish Recorded Crime Index
... The highest year for recorded offences in this category (2010) corresponds to the highest IRCI index value (of 105.971). However, 2003 and 2013, which have relatively high levels of recorded sexual offences (1,872 ...
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The Quality of Marriage Index (QMI): a validation study in infertile patients
... Satisfaction Index (CSI‑4) The CSI-4 is a widely used self-report instrument derived from the original 32 item CSI (CSI-32) that measures relation- ship satisfaction ...the CSI-4 ...
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Biliary proteins Unique inhibitors of cholesterol crystal nucleation in human gallbladder bile
... gallbladder biles is consistently prolonged when compared with biles from patients with cholesterol gallstone disease. Investigation of the factor(s) responsible for the suspended supersaturation (metastability) of ...
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Evaluating and monitoring analgesia and sedation in the intensive care unit
... index. The BIS algorithm has been compared with a growing database of clinical data and continues to be updated. The resulting BIS number has been correlated with a minimal value that should be attained to prevent ...
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Choosing the optimal dose in sublingual immunotherapy: Rationale for the 300 index of reactivity dose
... between 300 IR SLIT and placebo for SLIT solutions and 5-grass pollen tablet, and serious AEs were rare [41, 42]; for the 300 IR HDM tablet, AE incidence was higher than in the placebo ...
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Assessing the Food Security of Vulnerable Agricultural Households to Climate Change in the Council of Tokombéré, Far North Région of Cameroon: An Analysis Focused on the FCS, HDDS and CSI
... The CSI tracks changes in household behavior and indicates levels of food insecurity compared over time or from a ...the CSI the more the household is food insecure and the lower the household, the less ...
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Serum lipocalin-2 levels positively correlate with coronary artery disease and metabolic syndrome
... Chronic inflammation is another well-recognized fea- ture of CAD development. Previous studies have shown that patients with acute coronary syndrome also have in- creased levels of serum CRP [31,32], which are positively ...
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Glycated albumin is more closely correlated with coronary artery disease than 1,5-anhydroglucitol and glycated hemoglobin A1c
... In our study, comparisons were performed for the first time among the associations of HbA1c, GA, and 1,5-AG with CAD in a Chinese population with high risk of CAD. Significant differences in 2hPG, HbA1c, GA, and 1,5-AG, ...
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CSI : Kuhn and Latour
... Asked back in 1987, just when ‘social epistemology’ was being launched as an unapologetically normative project, I would have expected that by 2012 both SSR and SIA would be regarded as [r] ...
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