Zhou Zhou, Zhuo Wei, Shouyang Wang. Price Discovery in Index Futures Market - Based on Common Factor Models. In Lean Yu, Guoxing Zhang, Shouyang Wang, editors, Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012. pages 257-261, IEEE, 2012. [doi]
Abstract is missing.