PERIODIC SEQUENCES OF ARBITRAGE: A TALE OF FOUR CURRENCIES
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Publication:2895984
DOI10.1111/j.1467-999X.2011.04140.xzbMath1242.91152arXiv1112.5850OpenAlexW2115841870MaRDI QIDQ2895984
Brian O'Callaghan, Victor S. Kozyakin, Alexey Pokrovskiy, Alexei V. Pokrovskii, Rod Cross
Publication date: 13 July 2012
Published in: Metroeconomica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.5850
Statistical methods; risk measures (91G70) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Actuarial science and mathematical finance (91G99)
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