Browse "PH-Journal Papers(저널논문)" by Subject Multi-spread trading

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Dependence structure of the commodity and stock markets, and relevant multi-spread strategy

Kim, Min Jae; Kim, Sehyun; Jo, Yong Hwan; Kim, Soo Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.21-22, pp.3842 - 3854, 2011-10

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