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Demonstrating error-correction modelling for intraday statistical arbitrage.

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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
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        Value: 10.1080/17446540701720550
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        Text: English
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              Text: Jul2008
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