Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Johannes Stübinger
| Year of publication: |
2019
|
|---|---|
| Authors: | Stübinger, Johannes |
| Subject: | Cryptocurrency | Finance | High-frequency trading | Lead-lag structure | Optimal causal path | Statistical arbitrage | Arbitrage | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Kausalanalyse | Causality analysis | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1537503 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194730