股指期现货市场间的信息溢出和相关性研究------基于ADCC-TGARCH模型和CCF检验
朱莉，刘向丽
INFORMATION OVERFLOW AND CORRELATION BETWEEN STOCK INDEX SPOT AND INDEX FUTURES --- ON THE BASIS ADCC - TGARCH AND CCF TEST
ZHU Li,LIU Xiangli
系统科学与数学
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2016, (4): 487
-501
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DOI: 10.12341/jssms12767
