Risk estimation of CSI 300 index spot and futures in China from a new perspective
Yuan-Yuan Suo, Dong-Hua Wang, Sai-Ping Li
| Year of publication: |
September 2015
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| Authors: | Suo, Yuan-Yuan ; Wang, Dong-Hua ; Li, Sai-Ping |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 49.2015, p. 344-353
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| Subject: | CSI 300 index | Recurrence interval | Probability distribution | Memory effect | Risk estimation | China | Risiko | Risk | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.05.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011439587