Program trading strategy based on Copula functions

ZHANGGe;CHENG Ke;LU Feng-bin;WANG Shou-yang

PDF(640 KB)
Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (4) : 599-605. DOI: 10.12011/1000-6788(2011)4-599
论文

Program trading strategy based on Copula functions

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

Cite this article

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2011, 31(4): 599-605 https://doi.org/10.12011/1000-6788(2011)4-599

References

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(640 KB)

Accesses

Citation

Detail

Sections
Recommended

/