Statistical arbitrage under the efficient market hypothesis
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Cites work
Cited in
(8)- Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market
- Statistical arbitrage for multiple co-integrated stocks
- Efficient markets and Bayes' rule
- Statistical testing for asymptotic no-arbitrage in financial markets
- scientific article; zbMATH DE number 910904 (Why is no real title available?)
- Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
- Generalized statistical arbitrage concepts and related gain strategies
- Statistical arbitrage with default and collateral
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