Pair trading of Commodity Futures in China through the lens of intraday data A Machine Learning Framework and Empirical Analysis
| Autor: | Ke Huang, Jifeng Sun, zuominyang zhang, Qiumei Li |
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| Rok vydání: | 2022 |
| Zdroj: | SSRN Electronic Journal. |
| ISSN: | 1556-5068 |
| DOI: | 10.2139/ssrn.4117105 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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