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Pairs Trading in Chinese Commodity Futures Markets: an Adaptive Cointegration Approach

Date of Publication:2017-12-01 Hits:

Type of paper:期刊论文
First Author:陈丹妮
All the Authors:陈丹妮,Cui Jing,Gao Yan,Wu Leilei
Date of Publication:2017-12-01
Journal:Accounting & Finance
Included Journals : SSCI  
Affiliation of Author(s):商学院
Page Number: 第57卷第5期,1237-1264页
ISSN No.:1467-629x(online)
Translation or Not:no

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