The risk measurement of Hushen 300 index futures market based on liquidity adjusted returns

被引：0
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作者：
Liu, Xiang-Li [1 ]
Chang, Yun-Bo [1 ,2 ]
机构：
[1] School of Finance, Central University of Finance and Economics, Beijing,100081, China
[2] International Department, Agricultural Bank of China, Beijing,100005, China
来源：
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice | 2015年 / 35卷 / 07期
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页码：1760 / 1769
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