Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Johannes Stübinger
| Year of publication: |
2018
|
|---|---|
| Authors: | Stübinger, Johannes |
| Published in: |
Essays on quantitative finance in the context of statistical arbitrage. - Erlangen. - 2018, p. 167-201
|
| Subject: | Theorie | Theory | Arbitrage | Kausalanalyse | Causality analysis | Arbitrage Pricing | Arbitrage pricing | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011901817