[HTML][HTML] An innovative high-frequency statistical arbitrage in Chinese futures market
C He, T Wang, X Liu, K Huang - Journal of Innovation & Knowledge, 2023 - Elsevier
The primary use of futures is hedging risk. Traders in the spot market can hedge certain risks
through the futures market. With the development of the futures market, the arbitrage …
through the futures market. With the development of the futures market, the arbitrage …
[PDF][PDF] ANALYSIS OF THE IMPACT OF CENTRAL BANK DIGITAL CuRRENCY ON STOCK MARKETS: DYNAMICS AND IMPLICATIONS
The purpose of the study is to explore the influence of central bank digital currency on stock
markets. To realize the purpose, the TVP-VAR model was built, which determines the impact …
markets. To realize the purpose, the TVP-VAR model was built, which determines the impact …