APA (7th ed.) Citation

Wang, L., Xu, T., Qin, L., & Liu, C. Research on the Value at Risk of Basis for Stock Index Futures Hedging in China Based on Two-State Markov Process and Semiparametric RS-GARCH Model. Wiley.

Chicago Style (17th ed.) Citation

Wang, Liang, Tingjia Xu, Longhao Qin, and Chenge Liu. Research on the Value at Risk of Basis for Stock Index Futures Hedging in China Based on Two-State Markov Process and Semiparametric RS-GARCH Model. Wiley.

MLA (9th ed.) Citation

Wang, Liang, et al. Research on the Value at Risk of Basis for Stock Index Futures Hedging in China Based on Two-State Markov Process and Semiparametric RS-GARCH Model. Wiley.