基于协整-OU过程的配对交易策略研究
Publisher: 国家哲学社会科学学术期刊数据库
E-ISSN: 1003-1952|29|9|28-36
ISSN: 1003-1952
Source: 管理评论, Vol.29, Iss.9, 2017-01, pp. : 28-36
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Abstract