Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model
- Submitting institution
-
London South Bank University
- Unit of assessment
- 17 - Business and Management Studies
- Output identifier
- 286439
- Type
- D - Journal article
- DOI
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10.1016/j.eswa.2020.113688
- Title of journal
- Expert Systems with Applications
- Article number
- 113688
- First page
- 1
- Volume
- 160
- Issue
- -
- ISSN
- 0957-4174
- Open access status
- Compliant
- Month of publication
- July
- Year of publication
- 2020
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
2
- Research group(s)
-
B - Economic and Financial Modelling Research Group
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
