Volatility Spillovers in the CSI300 Futures and Spot...

Volatility Spillovers in the CSI300 Futures and Spot Markets in China: Empirical Study Based on Discrete Wavelet Transform and VAR-BEKK-bivariate GARCH Model

Li, Shiyun
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Volume:
55
Year:
2015
Language:
english
Journal:
Procedia Computer Science
DOI:
10.1016/j.procs.2015.07.085
File:
PDF, 466 KB
english, 2015
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