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Lookup NU author(s): Dr Xi Li
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Author(s): Gang J, Guo J, Hu N, Li X
Publication type: Article
Publication status: Published
Journal: Quantitative Finance
Year: 2018
Volume: 18
Issue: 6
Pages: 1033-1048
Online publication date: 06/10/2017
Acceptance date: 11/08/2017
Date deposited: 23/05/2019
ISSN (print): 1469-7688
ISSN (electronic): 1469-7696
Publisher: Taylor and Francis
URL: https://doi.org/10.1080/14697688.2017.1369145
DOI: 10.1080/14697688.2017.1369145
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