Chinese stock index futures arbitrage based on high-frequency data

WEI Zhuo, CHEN Chong, WEIXian-hua

Systems Engineering - Theory & Practice ›› 2012 ›› Issue (3) : 476-482.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2012 ›› Issue (3) : 476-482. DOI: 10.12011/1000-6788(2012)3-476

Chinese stock index futures arbitrage based on high-frequency data

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012(3): 476-482 https://doi.org/10.12011/1000-6788(2012)3-476

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