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Index futures trading and spot volatility in China : a semiparametric approach with range-based proxies
Tan, Na
;
Peng, Yulei
;
Liu, Yanchu
;
Pan, Zhewen
- In:
The journal of futures markets
37
(
2017
)
10
,
pp. 1003-1030
Persistent link: https://www.econbiz.de/10011950932
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