Intraday price information flows between the CSI300 and futures market : an application of wavelet analysis

Xiaojie Xu

Year of publication:	May 2018
Authors:	Xu, Xiaojie
Published in:	Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 54.2018, 3, p. 1267-1295
Subject:	CSI300 \| Spot \| Futures \| Information flow \| Causality \| Wavelet method \| Zustandsraummodell \| State space model \| Informationsverbreitung \| Information dissemination \| Kausalanalyse \| Causality analysis \| Spotmarkt \| Spot market \| Theorie \| Theory \| Volatilität \| Volatility \| Zeitreihenanalyse \| Time series analysis \| Derivat \| Derivative

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