Currency strategies based on momentum, carry trade and skewness
Jiang, Xue; Han, Liyan; Yin, Libo
- 期刊名称Physica A: Statistical Mechanics and its Applications
- 作者Jiang, Xue; Han, Liyan; Yin, Libo
- 卷第517卷
- 印刷ISSN0378-4371
- 文件大小325.13KB
- 发表时间2019-03
- DOI10.1016/j.physa.2018.11.013
- 页码121-131