PDF(2187 KB)
The Impact of Introducing Index Futures Trading on Volatility of the Underlying Asset in China Stock Market: An Empirical Analysis with Markov-Switching-GARCH Model
ZHANG Peng, HUA Ren-Hai
South China Journal of Economics ›› 2012, Vol. 30 ›› Issue (10) : 115-122.
PDF(2187 KB)
PDF(2187 KB)
The Impact of Introducing Index Futures Trading on Volatility of the Underlying Asset in China Stock Market: An Empirical Analysis with Markov-Switching-GARCH Model
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