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Journal of Innovation & Knowledge An innovative high-frequency statistical arbitrage in Chinese futures market
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An innovative high-frequency statistical arbitrage in Chinese futures market
Chengying Hea,c, Tianqi Wanga,c, Xinwen Liub,c, Ke Huanga,d,
Corresponding author
kateghuang@foxmail.com

Corresponding author at: 8 Longting Road, Nanning, Guangxi, China.
a School of Economics, Guangxi University, Nanning, China
b Sino-UK Blockchain Industrial Research Institute, Guangxi University, Nanning, China
c Graduate School, Guangxi University of Finance and Economics, Nanning, China
d School of Economics and Management, Beibu Gulf University, Qinzhou, China
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ISSN: 2444569X
Original language: English
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