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Chenyanzi Yu
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Short Term
Garch Model
Dependence Structure
Knowledge Base
Top Venues
CoRR
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Publications
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Chenyanzi Yu
,
Tianyang Xie
Multivariate Pair Trading by Volatility & Model Adaption Trade-off.
CoRR
(2021)