Chinese Journal of Management Science ›› 2023, Vol. 31 ›› Issue (2): 129-137.doi: 10.16381/j.cnki.issn1003-207x.2020.0027
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CUI Feng1, HAN Chuan-feng1, LIU Xing-hua1, 2, TENG Min-min3
Received:
2020-01-06
Revised:
2021-05-25
Online:
2023-02-20
Published:
2023-02-28
Contact:
刘兴华
E-mail:xiayang@tongji.edu.cn
CLC Number:
CUI Feng, HAN Chuan-feng, LIU Xing-hua, TENG Min-min. Trading Signal Index Optimization of Co-integration Strategy Based on Wavelet GARCH Model[J]. Chinese Journal of Management Science, 2023, 31(2): 129-137.
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