<p>标题：<strong>A trading strategy based on the lead-tag relationship between the spot index and futures contract for the FTSE 100</strong><br/>作者：<a href="http://proquest.umi.com/pqdweb?index=0&amp;did=69111222&amp;CSP=589640&amp;SrchMode=3&amp;sid=1&amp;Fmt=2&amp;VInst=PROD&amp;VType=PQD&amp;RQT=590&amp;VName=PQD&amp;TS=1196137347&amp;clientId=46050"><em>Chris Brooks</em></a>, <a href="javascript:void(0);"><em>Alistair G Rew</em></a>, <a href="javascript:void(0);"><em>Stuart Ritson</em></a>.<br/>期刊全称或缩写：<a href="http://proquest.umi.com/pqdweb?RQT=318&amp;pmid=8764&amp;TS=1196137347&amp;clientId=46050&amp;VInst=PROD&amp;VName=PQD&amp;VType=PQD">International Journal of Forecasting</a>.<br/>年份，卷（期），<u><font color="#0000ff">2001</font></u>.&nbsp;Vol.&nbsp;17,&nbsp;Iss.&nbsp;1;<br/>起止页码： 31-44</p>

[此贴子已经被作者于2007-11-27 13:54:11编辑过]