Statistical arbitrage pairs trading with high-frequency data
Year of publication: |
2018
|
---|---|
Authors: | Stübinger, Johannes ; Bredthauer, Jens |
Published in: |
Essays on quantitative finance in the context of statistical arbitrage. - Erlangen. - 2018, p. 89-124
|
Subject: | Arbitrage | Theorie | Theory | Wertpapierhandel | Securities trading | Volatilität | Volatility |
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