Statistical calendar spread arbitrage strategy using intraday high frequency data of the Shanghai and Shenzhen 300 stock index futures

被引：0
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作者：
Li, Le [1 ]
Zhang, Chunyi [1 ]
Yang, Zhishu [1 ]
机构：
[1] School of Economics and Management, Tsinghua University, Beijing,100084, China
来源：
Qinghua Daxue Xuebao/Journal of Tsinghua University | 2014年 / 54卷 / 08期
关键词：
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页码：1080 / 1086
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