INFORMATION OVERFLOW AND CORRELATION BETWEEN STOCK INDEX SPOT AND INDEX FUTURES --- ON THE BASIS ADCC - TGARCH AND CCF TEST

ZHU Li,LIU Xiangli

Journal of System Science and Mathematical Science Chinese Series ›› 2016, Vol. 36 ›› Issue (4) : 487-501.

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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 System Science and Mathematical Science Chinese Series ›› 2016, Vol. 36 ›› Issue (4) : 487-501. DOI: 10.12341/jssms12767

INFORMATION OVERFLOW AND CORRELATION BETWEEN STOCK INDEX SPOT AND INDEX FUTURES --- ON THE BASIS ADCC - TGARCH AND CCF TEST

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2016, 36(4): 487-501 https://doi.org/10.12341/jssms12767

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