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CSI 300 index
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Huang, Dengshi
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Physica A: Statistical Mechanics and its Applications
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A copula–multifractal volatility hedging model for CSI 300 index futures
Wei, Yu
;
Wang, Yudong
;
Huang, Dengshi
- In:
Physica A: Statistical Mechanics and its Applications
390
(
2011
)
23
,
pp. 4260-4272
the
dynamic
copula
functions
. Using high-frequency intraday quotes of the spot Shanghai Stock Exchange Composite Index …
Persistent link: https://www.econbiz.de/10010588999
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