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~isPartOf:"Quantitative finance"
~person:"Ballotta, Laura"
~person:"Banyár, József"
~person:"Csóka, Péter"
~person:"Stübinger, Johannes"
~subject:"Kausalanalyse"
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Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 921-935
Persistent link: https://www.econbiz.de/10012194730
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