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Statistical arbitrage and securities prices
Bondarenko, Oleg - In: The review of financial studies 16 (2003) 3, pp. 875-919
Persistent link: https://www.econbiz.de/10001794939
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Statistical Arbitrage and Securities Prices
Bondarenko, Oleg - In: The review of financial studies 16 (2013) 3, pp. 875-874
Persistent link: https://www.econbiz.de/10010114446
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Exploring return dynamics via corridor implied volatility
Andersen, Torben; Bondarenko, Oleg; Gonzalez-Perez, Maria T. - In: The review of financial studies 28 (2015) 10, pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368