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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of financial markets"
~person:"Güth, Werner"
~person:"Jarrow, Robert A."
~person:"Marjit, Sugata"
~person:"Quiggin, John C."
~subject:"Portfolio-Management"
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An improved test for statistical arbitrage
Jarrow, Robert A.
;
Teo, Melvyn
;
Tse, Yiu Kuen
; …
- In:
Journal of financial markets
15
(
2012
)
1
,
pp. 47-80
Persistent link: https://www.econbiz.de/10009356613
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