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ETF基金协整套利实证研究

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75Р3.2225Р2.1595Р0.0488106Р2014-12-16,二Р2.8905Р3.289Р2.2305Р0.04281295Р2014-12-17,三Р2.971Р3.352Р2.3245Р0.03405149Р2014-12-18,四Р3.0105Р3.399Р2.3545Р0.03743655Р2014-12-19,五Р3.0075Р3.377Р2.332Р0.00821105Р2014-12-22,一Р3.075Р3.4405Р2.406Р0.00902662Р2014-12-23,二Р3.039Р3.3925Р2.385Р0.00408183Р2014-12-24,三Р2.9265Р3.285Р2.2955Р0.01868741Р2014-12-25,四Р2.948Р3.3165Р2.2985Р0.01950145Р2014-12-26,五Р3.0665Р3.4325Р2.398Р0.00960734Р2014-12-29,一Р3.135Р3.511Р2.477Р0.02652858Р2014-12-30,二Р3.132Р3.4885Р2.48Р0.01009188Р2014-12-31,三Р3.169Р3.5345Р2.5215Р0.02221984Р2015-01-05,一Р3.2815Р3.662Р2.605Р0.02448749Р2015-01-06,二Р3.2785Р3.66Р2.606Р0.02750853Р2015-01-07,三Р3.278Р3.6575Р2.59Р0.01742045Р2015-01-08,四Р3.245Р3.626Р2.56Р0.01978559Р2015-01-09,五Р3.26Р3.6335Р2.57Р0.00999733Р2015-01-12,一Р3.1635Р3.5335Р2.5065Р0.02165274

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