Forecasting semi-stationary processes and statistical arbitrage (Q5880049)
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scientific article; zbMATH DE number 7660240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting semi-stationary processes and statistical arbitrage |
scientific article; zbMATH DE number 7660240 |
Statements
Forecasting semi-stationary processes and statistical arbitrage (English)
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7 March 2023
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stationary process
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statistical arbitrage
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Black-Scholes model
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mean reversion
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