| Original language | English |
|---|---|
| Pages (from-to) | 1855-1861 |
| Journal | Quantitative Finance |
| Volume | 13 |
| Issue number | 12 |
| DOIs | |
| Publication status | Published - 2013 |
| Externally published | Yes |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].Funding
We thank two anonymous referees and Hong Liu for their helpful comments and suggestions. The work is supported by Singapore MOE AcRF grant (No. R-146-000-138-112) and NUS GAI grant (R-146-000-160-646), the National Basic Research Program (973) of China (No. 2007CB814903), NNSF of China (No. 10471106 and 11001142), Foundation of Service Straits West of Fujian Province (No. 2008HX03), University Foundation of Fujian Province (No. JK2011051), Natural Science Foundation of Fujian Province (No. 2013J01015) and Study Abroad Scholarship Fund of Fujian Province.
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