Evaluation of the operational quality of China's grain futures market based on the comprehensive information weighting method

Author:

Guo Wenjing,Li Sijie,Xing Mengyue,Lin Shengyao

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference9 articles.

1. On the coherence of expected shortfall;Acerbi;Journal of Banking & Finance,2002

2. The rescaled variance statistic and the determination of the Hurst exponent;Cajueiro;Mathematics and Computers in Simulation,2005

3. A comprehensive look at financial volatility prediction by economic variables;Christiansen;Journal of Applied Econometrics,2012

4. A simple way to estimate bid‐ask spreads from daily high and low prices;Corwin;The Journal of Finance,2012

5. Do liquidity measures measure liquidity?[J];Goyenko;Journal of Financial Economics,2009

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