Cross-correlation and risk measurement between CSI 300 index futures and spot markets in China

WANG Dong-hua, SUO Yuan-yuan

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (3) : 631-639.

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (3) : 631-639. DOI: 10.12011/1000-6788(2014)3-631

Cross-correlation and risk measurement between CSI 300 index futures and spot markets in China

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(3): 631-639 https://doi.org/10.12011/1000-6788(2014)3-631

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