共 8 条
[1]
BEAR RM, 1972, J FINANCIAL QUANTITA
[2]
BRENNAN M, 1985, 102 COL U COL FUT CT
[3]
COHEN J, 1966, J FINANCIAL QUANTITA
[4]
FIGLEWSKI S, 1984, MARGINS MARKET EFFIC
[5]
Leadbetter M.R., 1983, EXTREMES RELATED PRO
[6]
NEFTCI S, 1985, J AM STATISTICAL ASS
[7]
RUDD A, 1982, MANAGEMENT SCI
[8]
TELSER L, 1981, J FUTURES MARKETS