【作者(必填)】
Carlos Eduardo de Moura, Adrian Pizzinga & Jorge Zubelli【文题(必填)】
A pairs trading strategy based on linear state space models and the Kalman filter【年份(必填)】
2016
【全文链接或数据库名称(选填)】
http://www.tandfonline.com/doi/abs/10.1080/14697688.2016.1164886