Demonstrating error-correction modelling for intraday statistical arbitrage

Applied Financial Economics Letters

Volumn 4, Issue 4, 2008, Pages 287-292

  Jacobsen, Brian ^a  

^a Wisconsin Lutheran College   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 47049090271     PISSN: 17446546     EISSN: 17446554     Source Type: Journal    
DOI: 10.1080/17446540701720550     Document Type: Article

References (12)

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