基于协整－ＧＡＲＣＨ模型最优阈值统计套利研究

Journal of Guilin University of Technology ›› 2016, Vol. 36 ›› Issue (3) : 625-631.

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Journal of Guilin University of Technology ›› 2016, Vol. 36 ›› Issue (3) : 625-631.

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