Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures
| Year of publication: |
2014
|
|---|---|
| Authors: | Breitner, Michael H. ; Dunis, Christian ; Mettenheim, Hans-Jörg ; Neely, Christopher ; Sermpinis, Georgios ; Alsayed, Hamad ; McGroarty, Frank |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 33.2014, 6, p. 391-408
|
| Publisher: |
John Wiley & Sons, Ltd. |