新华富时A50指数期货与A股市场之间的价格发现与波动溢出研究

熊熊, 王芳, 张维, 孙雅婧

Price Discovery and Volatility Spillovers between SGX FTSE/Xinhua -China A50 Index Futures and A-Share Market

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J4 . 2009, (11): 1507 .