一种基于高频数据的汇市统计套利策略.pdf

Finance 金融, 2017, 7(1), 38-46 Published Online January 2017 in Hans. /journal/fin /10.12677/fin.2017.71005 A Statistical Arbitrage Strategy in Forex Market Based on High-Frequency Data 1 2 1 Dunjian Xiao , Xiaowei Deng , Bingqian Xia 1 Overseas Education College, Nanjing Tech University, Nanjing Jiangsu 2 School of Physical and Mathematical Sciences, Nanjing Tech University, Nanjing Jiangsu th th