基于小波GARCH模型的协整策略交易信号指标体系优化
崔峰, 韩传峰, 刘兴华, 滕敏敏
Trading Signal Index Optimization of Co-integration Strategy Based on Wavelet GARCH Model
CUI Feng, HAN Chuan-feng, LIU Xing-hua, TENG Min-min
中国管理科学
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2023, (2): 129
-137
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DOI: 10.16381/j.cnki.issn1003-207x.2020.0027
