基于协整技术配对交易策略的最优阈值研究
Publisher: 国家哲学社会科学学术期刊数据库
E-ISSN: 1003-7624|volume|11|79-90
ISSN: 1003-7624
Source: 投资研究, Vol.volume, Iss.11, 2015-01, pp. : 79-90
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Abstract