趋势持续时间与价格变化相依结构下的高频交易CVaR模型

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1000-3894|32|10|139-152

ISSN: 1000-3894

Source: 数量经济技术经济研究, Vol.32, Iss.10, 2015-01, pp. : 139-152

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Abstract