High-frequency pairs trading in Chinese stock market: Based on Lévy-OU processes

ZHAO Hua, LUO Pan, WANG Siyin

Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (8) : 2251-2265.

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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 ›› 2023, Vol. 43 ›› Issue (8) : 2251-2265. DOI: 10.12011/SETP2022-2978

High-frequency pairs trading in Chinese stock market: Based on Lévy-OU processes

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2023, 43(8): 2251-2265 https://doi.org/10.12011/SETP2022-2978

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