Yin, Lanwenjing; Chokethaworn, Kanchana; Chaiboonsri, … - In: The Empirical Econometrics and Quantitative Economics … 2 (2013) 4, pp. 75-75
management. This paper aims to set up the dependence structure between CSI300 index and futures by Copula-ARMA-GARCH models and …