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Based on Cointegration of stock index futures arbitrage

Author: ChouZhongQun
Tutor: ChengXiJun
School: University of Science and Technology of China
Course: Financial Engineering
Keywords: Stock index futures Cointegration Pairs trading Spread Trading Intertemporal arbitrage
CLC: F832.51
Type: Master's thesis
Year: 2009
Downloads: 885
Quote: 11
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Abstract


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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial market
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