股指期货的数据频率对统计套利绩效的影响研究——基于动态预测区间的择时交易机制

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1006-4885|volume|2|61-75

ISSN: 1006-4885

Source: 科学决策, Vol.volume, Iss.2, 2017-01, pp. : 61-75

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Abstract