GARCH模型与协整模型在跨商品套利中的比较研究——以铁矿石和螺纹钢期货为例

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 2095-929x|29|5|54-60

ISSN: 2095-929x

Source: 山东财经大学学报, Vol.29, Iss.5, 2017-01, pp. : 54-60

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Abstract