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Dynamic Dependence Between Liquidity and the S&P 500 Index Futures-Cash Basis
  • ISSN号：0270-7314
  • 期刊名称：Journal of Futures Markets
  • 时间：2013.4.4
  • 页码：327-342
  • 相关项目：多资产的跳相关建模、风险度量和优化配置
作者： Lien, Donald|Lim, Gerui|Yang, Li|Zhou, Chunyang|
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