Information transmission between futures and spot markets of the stock index in the abnormal market (Q3175668)
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scientific article; zbMATH DE number 6907867
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| English | Information transmission between futures and spot markets of the stock index in the abnormal market |
scientific article; zbMATH DE number 6907867 |
Statements
18 July 2018
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CSI 300 index
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CSI 300 index futures
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vector error correction model
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impulse response function
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0.7889918088912964
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0.7404279708862305
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0.7384572625160217
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0.734247088432312
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