中国沪深300股指期货风险度量——基于流动性调整的收益率方法的研究

刘向丽, 常云博

The risk measurement of Hushen 300 index futures market based on liquidity adjusted returns

LIU Xiang-li, CHANG Yun-bo

系统工程理论与实践 . 2015, (7): 1760 -1769 . DOI: 10.12011/1000-6788(2015)7-1760