
The study on calendar spread arbitrage of stock index futures#br# based on dynamic balanced spread
ZHOU Minghua1,SUN Changqi 1,CHEN Shumin2,ZHENG Tingting1
Journal of Zhejiang University of Technology ›› 2016, Vol. 44 ›› Issue (1) : 111-118.
The study on calendar spread arbitrage of stock index futures#br# based on dynamic balanced spread
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