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並前往https://efmaefm.org/0efmameetings/EFMA%20ANNUAL%20MEETINGS/2006-Madrid/papers/807804_full.pdf

The Introduction of the CAC40 Master Unit and ...

CAC40 components and the CAC40 futures contract prices. To this aim, we exploit tick-by- tick futures data and intra-day index values, and we compare the ...

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