Statistical arbitrage in the US equities market
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680903124632
Reference13 articles.
1. Dynamics of implied volatility surfaces
2. Adaptive greedy approximations
3. RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
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