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CrossRef Open Access 2022 1 sitasi

Statistical Arbitrage for Multiple Co-integrated Stocks

Thomas Nanfeng Li Andrew Papanicolaou
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T

Thomas Nanfeng Li

A

Andrew Papanicolaou

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Li, T.N., Papanicolaou, A. (2022). Statistical Arbitrage for Multiple Co-integrated Stocks. https://doi.org/10.1007/s00245-022-09838-3

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Lihat di Sumber doi.org/10.1007/s00245-022-09838-3
Informasi Jurnal
Tahun Terbit
2022
Bahasa
en
Total Sitasi
1×
Sumber Database
CrossRef
DOI
10.1007/s00245-022-09838-3
Akses
Open Access ✓