Spread Movement Prediction for Pairs Trading with High-Frequency Limit Order Data
- Chiu Hung Su
- , Hsu Chao Lai
- , Wen-Yueh Shih
- , Jun Zhe Wang
- , Jiun Long Huang
研究成果: Conference contribution › 同行評審
2
引文
斯高帕斯(Scopus)