融资融券背景下证券配对交易策略研究——基于协整和距离的两阶段方法

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|24|4|1-9

ISSN: 1003-207x

Source: 中国管理科学, Vol.24, Iss.4, 2016-01, pp. : 1-9

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Abstract