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Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model.

Marcel AusloosYining ZhangGurjeet Dhesi
Published in: Expert Syst. Appl. (2020)
Keyphrases
  • stock index futures
  • probability distribution
  • neural network
  • probabilistic model
  • theoretical analysis
  • forecasting model
  • feature selection
  • management system
  • financial markets