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

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract