An innovative high-frequency statistical arbitrage in Chinese futures market

Chengying He, Tianqi Wang, Xinwen Liu, Ke Huang

Open source

DOI: 10.1016/j.jik.2023.100429
Published: 10
Container: Journal of Innovation & Knowledge
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.1016/j.jik.2023.100429,
  title = {An innovative high-frequency statistical arbitrage in Chinese futures market},
  author = {Chengying He and Tianqi Wang and Xinwen Liu and Ke Huang},
  year = {2023},
  journal = {Journal of Innovation \& Knowledge},
  doi = {10.1016/j.jik.2023.100429},
  url = {https://doi.org/10.1016/j.jik.2023.100429}
}

RIS

TY  - JOUR
TI  - An innovative high-frequency statistical arbitrage in Chinese futures market
AU  - Chengying He
AU  - Tianqi Wang
AU  - Xinwen Liu
AU  - Ke Huang
PY  - 2023
JO  - Journal of Innovation & Knowledge
DO  - 10.1016/j.jik.2023.100429
UR  - https://doi.org/10.1016/j.jik.2023.100429
ER  -

APA

He, C., Wang, T., Liu, X., & Huang, K. (2023). An innovative high-frequency statistical arbitrage in Chinese futures market. Journal of Innovation & Knowledge. https://doi.org/10.1016/j.jik.2023.100429

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doaj · retrieved 2026-09-26T00:34:57.347Z