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	Application of a TGARCH-wavelet neural network to arbitrage trading in the metal futures market in China
	Cui, Lei; Huang, Ke; Cai, H. J.
刊名	QUANTITATIVE FINANCE
	2015
卷号	15期号:2
关键词	Commission level Futures market Statistical arbitrage Wavelet neural network TGARCH C61 C45 C
ISSN号	1469-7688
DOI	10.1080/14697688.2013.819987
URL标识	查看原文
收录类别	SCIE ; SSCI
语种	英语
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4118285
专题	武汉大学
推荐引用方式 GB/T 7714	Cui, Lei,Huang, Ke,Cai, H. J.. Application of a TGARCH-wavelet neural network to arbitrage trading in the metal futures market in China[J]. QUANTITATIVE FINANCE,2015,15(2).
APA	Cui, Lei,Huang, Ke,&Cai, H. J..(2015).Application of a TGARCH-wavelet neural network to arbitrage trading in the metal futures market in China.QUANTITATIVE FINANCE,15(2).
MLA	Cui, Lei,et al."Application of a TGARCH-wavelet neural network to arbitrage trading in the metal futures market in China".QUANTITATIVE FINANCE 15.2(2015).

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