Research on the relationship between CSI 300 stock index futures and its underlying stock index

DOI10.13383/J.CNKI.JSE.2017.05.008zbMATH Open1399.91112MaRDI QIDQ3175671FDOQ3175671

Authors Feng He, Wei Zhang, Xiong Xiong, Jing Zhang, Xiangtong Meng

Publication date 18 July 2018

zbMATH Keywords

correlationvolatility spilloverstock index futuresCSI 300

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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