THE APPLICATION OF SPAN SYSTEM BASED ON VAR MODEL IN MARGIN LEVELS SETTING OF CHINESE STOCK INDEX FUTURES

LU Qian;YU Mei;BAI Jia

Journal of Systems Science and Mathematical Sciences ›› 2011, Vol. 31 ›› Issue (3) : 277-286.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2011, Vol. 31 ›› Issue (3) : 277-286. DOI: 10.12341/jssms09489
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THE APPLICATION OF SPAN SYSTEM BASED ON VAR MODEL IN MARGIN LEVELS SETTING OF CHINESE STOCK INDEX FUTURES

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2011, 31(3): 277-286 https://doi.org/10.12341/jssms09489

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