Demonstrating error-correction modelling for intraday statistical arbitrage.

Saved in:

Bibliographic Details
Title:	Demonstrating error-correction modelling for intraday statistical arbitrage.
Authors:	Jacobsen, Brian¹ brian_jacobsen@wlc.edu
Source:	Applied Financial Economics Letters. Jul2008, Vol. 4 Issue 4, p287-292. 6p. 5 Graphs.
Database:	Business Source Ultimate

Description
ISSN:	17446546
DOI:	10.1080/17446540701720550