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

LIU Xiang-li, CHANG Yun-bo

Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (7) : 1760-1769.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (7) : 1760-1769. DOI: 10.12011/1000-6788(2015)7-1760

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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2015, 35(7): 1760-1769 https://doi.org/10.12011/1000-6788(2015)7-1760

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