The heterogeneous impact of liquidity on volatility in Chinese stock index futures market - Concepedia

Concepedia

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The heterogeneous impact of liquidity on volatility in Chinese stock index futures market

11

Citations

49

References

2018

Year

Yanyan Xu, Dengshi Huang, Feng Ma, Gaoxiu Qiao

Physica A Statistical Mechanics and its Applications

Volatility ModelingFinancial EconomicsAsset PricingMarket TrendLiquidityBusinessHeterogeneous ImpactFinance

References

	Year	Citations

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