Estimation of performance and execution time effect on high-frequency statistical arbitrage strategies
Ivilina Popova and Elmira Popova
| Year of publication: |
2010
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|---|---|
| Authors: | Popova, Ivilina ; Popova, Elmira |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 22383803. - Vol. 5.2010, 2, p. 17-30
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009881820