Statistical arbitrage pairs trading with high-frequency data.

Journal article
(Original article)


Publication Details

Author(s): Stübinger J, Bredthauer J
Journal: International Journal of Economics and Financial Issues
Publication year: 2017
Volume: 7
Journal issue: 4
Pages range: 650-662
ISSN: 2146-4138
Language: English


How to cite

APA:
Stübinger, J., & Bredthauer, J. (2017). Statistical arbitrage pairs trading with high-frequency data. International Journal of Economics and Financial Issues, 7(4), 650-662.

MLA:
Stübinger, Johannes, and Jens Bredthauer. "Statistical arbitrage pairs trading with high-frequency data." International Journal of Economics and Financial Issues 7.4 (2017): 650-662.

BibTeX: 

Last updated on 2018-29-08 at 12:53