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[IEEE 2014 International Conference on Management Science and Engineering (ICMSE) - Helsinki, Finland (2014.8.17-2014.8.19)] 2014 International Conference on Management Science & Engineering 21th Annual Conference Proceedings - Study on future-spot arbitrage strategies in China's treasury bond ETF and treasury bond futures based on high-frequency data
Wang, Si-lu, Sun, Wen-junYear:
2014
Language:
english
DOI:
10.1109/icmse.2014.6930373
File:
PDF, 1.29 MB
english, 2014