Research on the relationship between CSI 300 stock index futures and its underlying stock index (Q3175671)
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scientific article; zbMATH DE number 6907869
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| English | Research on the relationship between CSI 300 stock index futures and its underlying stock index |
scientific article; zbMATH DE number 6907869 |
Statements
18 July 2018
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CSI 300
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stock index futures
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correlation
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volatility spillover
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0.8024669289588928
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0.7760613560676575
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0.7223953604698181
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