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Corporate bond prices in an option pricing frame-work
Sanvicente, Antonio Zoratto, (1982)
Estimating regression functions and their derivatives by the kernel method
Gasser, Theodor A., (1984)
A note on Cochrane : Orcutt estimation
Magee, Lonnie, (1985)
Alpha trading : profitable strategies that remove directional risk
Kaufman, Perry J., (2011)
A guide to creating a successful algorithmic trading strategy
Kaufman, Perry J., (2016)