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"Volatility Spillovers in the CSI300 Futures and Spot Markets in China: ..."

Shiyun Li (2015)

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DOI: 10.1016/J.PROCS.2015.07.085

access: open

type: Conference or Workshop Paper

metadata version: 2021-02-10

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Shiyun Li:
Volatility Spillovers in the CSI300 Futures and Spot Markets in China: Empirical Study Based on Discrete Wavelet Transform and VAR-BEKK-bivariate GARCH Model. ITQM 2015: 380-387

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