高频交易中趋势平稳配对交易策略的渐近分析
Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading
Review of Quantitative Finance and Accounting · 2024
被引 1
ABS 3
- Tian‐Shyr Dai
- Y. Luo
- Hao‐Han Chang
- Chu-Lan Michael Kao
- Kuan-Lun Wang
- Liang‐Chih Liu 通讯
高频交易配对交易金融计量经济学算法交易公司金融