Then this paper makes a brief summary on the concept of statistical arbitrage, co-integration theory, extreme value theory, which paves the way for the empirical research.

然后本文对将要利用的统计套利概念、协整理论、极值理论等进行了简短的总结，为后文的实证研究铺垫基础。

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We adopt the idea of cointegration and apply the methods that are more generalized than cointegration regression to study the Statistical Arbitrage Models of the securities.

本文借鉴协整的思想，并采用比协整回归更一般化的方法来研究股票之间的统计套利模型。

youdao

We adopt the idea of cointegration and apply the methods that are more generalized than cointegration regression to study the Statistical Arbitrage Models of the securities.

本文借鉴协整的思想，并采用比协整回归更一般化的方法来研究股票之间的统计套利模型。

youdao