Arbitrage opportunities between NYSE and XETRA? : a comparison of simulation and high frequency data
Jörg Rieger; Kirsten Rüchardt; Bodo Vogt. Otto von Guericke University Magdeburg, Faculty of Economics and Management
| Year of publication: |
2011
|
|---|---|
| Authors: | Rieger, Jörg ; Rüchardt, Kirsten ; Vogt, Bodo |
| Publisher: |
Magdeburg : Univ., FEMM |
| Subject: | Börsenkurs | Share price | Arbitrage | Aktienmarkt | Stock market | Simulation | Stochastischer Prozess | Stochastic process | USA | United States | Deutschland | Germany |
freely available
Druckausg.:
Rieger, Jörg *1978-*. Arbitrage opportunities between NYSE and XETRA?. - Magdeburg : Univ., Faculty of Economics and Management, 2011. - [22] S.
Persistent link: https://www.econbiz.de/10008936834