Stübinger J, Mangold B, Krauss C (2018)
Publication Language: English
Publication Type: Journal article, Original article
Publication year: 2018
DOI: 10.1080/14697688.2018.1438642
APA:
Stübinger, J., Mangold, B., & Krauss, C. (2018). Statistical arbitrage with vine copulas. Quantitative Finance. https://doi.org/10.1080/14697688.2018.1438642
MLA:
Stübinger, Johannes, Benedikt Mangold, and Christopher Krauss. "Statistical arbitrage with vine copulas." Quantitative Finance (2018).
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