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Research on the daily volatility measure considering the impact of overnight variance and time segment in Chinese stock market
Shi, Yu
;
Li, Handong
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 549-561
Persistent link: https://www.econbiz.de/10011968718
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Study on the systemic risk of China's stock markets under risk-neutral conditions
Dai, Shibo
;
Li, Handong
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 54-79
Persistent link: https://www.econbiz.de/10012116669
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