主管：中国科学院
主办：中国优选法统筹法与经济数学研究会
中国科学院科技战略咨询研究院
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Chinese Journal of Management Science
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中文
Trading Signal Index Optimization of Co-integration Strategy Based on Wavelet GARCH Model
CUI Feng, HAN Chuan-feng, LIU Xing-hua, TENG Min-min
Chinese Journal of Management Science . 2023, (
2
): 129 -137 . DOI: 10.16381/j.cnki.issn1003-207x.2020.0027
