Skip to Main Content
Keywords: CSI 300 index futures
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Studies in Economics and Finance (2015) 32 (1): 128–154.
Published: 02 March 2015
...Yang Hou; Steven Li Purpose – This paper aims to investigate the volatility transmission and dynamics in China Securities Index (CSI) 300 index futures market. Design/methodology/approach – This paper applies the bivariate Constant Conditional Correlation (CCC) and Dynamic Conditional...

or Create an Account

Close Modal
Close Modal