Using the VaR Model to Study Basis Risk in Stock Index Futures: Evidence from the Chinese Futures Market
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Published:2024
Issue:01
Volume:14
Page:456-473
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ISSN:2163-1476
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Container-title:Operations Research and Fuzziology
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language:
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Short-container-title:ORF
Publisher
Hans Publishers
Reference75 articles.
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2. Chen, J. (2020) Index Futures. https://www.investopedia.com/terms/i/indexfutures.asp
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