"Stock Index Futures Basis and Liquidity of Correlation Analysis and ..."

Sulin Pang, Yuanxiong Chen (2014)

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DOI: 10.1109/CIS.2014.98

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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Sulin Pang, Yuanxiong Chen:
Stock Index Futures Basis and Liquidity of Correlation Analysis and Application Based on t-GARCH-Copula Model. CIS 2014: 529-533

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