Demonstrating error-correction modelling for intraday statistical arbitrage
Brian Jacobsen
| Year of publication: |
2008
|
|---|---|
| Authors: | Jacobsen, Brian |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 4.2008, 4/6, p. 287-292
|
| Subject: | Arbitrage | Theorie | Theory | Statistische Methode | Statistical method | Kointegration | Cointegration |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003807611