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Based on statistical arbitrage theory of intertemporal arbitrage index futures

Author: YangLiYong
Tutor: WangHaiXia
School: Donghua University
Course: Finance
Keywords: Stock index futures Intertemporal arbitrage Statistical arbitrage
CLC: F224
Type: Master's thesis
Year: 2012
Downloads: 275
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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