Index futures trading and spot volatility in China : a semiparametric approach with range-based proxies
Na Tan, Yulei Peng, Yanchu Liu, Zhewen Pan
| Year of publication: |
October 2017
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|---|---|
| Authors: | Tan, Na ; Peng, Yulei ; Liu, Yanchu ; Pan, Zhewen |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 10, p. 1003-1030
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| Subject: | Index-Futures | Index futures | Volatilität | Volatility | Spotmarkt | Spot market | Nichtparametrisches Verfahren | Nonparametric statistics | China | 2005-2016 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21858 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011950932