A Note on Model Uncertainty for Statistical Arbitrage
Year of publication: |
2022
|
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Authors: | Yoshikawa, Daisuke |
Publisher: |
[S.l.] : SSRN |
Subject: | Arbitrage | Risiko | Risk | Theorie | Theory | Statistische Methode | Statistical method | Modellierung | Scientific modelling |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 16, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4110785 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G00 - Financial Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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