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Lasso -based statistical arbitrage stock index futures research

Author: LiuCongZuo
Tutor: LiBaoKun
School: Southwestern University of Finance and Economics
Course: Statistics
Keywords: Stock index futures Lasso Statistical arbitrage
CLC: F224
Type: Master's thesis
Year: 2011
Downloads: 266
Quote: 0
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Abstract


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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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