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Estimation of performance and execution time effect on high-frequency statistical arbitrage strategies
Popova, Ivilina
;
Popova, Elmira
- In:
The journal of trading
5
(
2010
)
2
,
pp. 17-30
Persistent link: https://www.econbiz.de/10003972554
Saved in:
2
Estimation of performance and execution time effect on high-frequency statistical arbitrage strategies
Popova, Ivilina
;
Popova, Elmira
- In:
The journal of trading
5
(
2010
)
2
,
pp. 17-30
Persistent link: https://www.econbiz.de/10009881820
Saved in:
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