Statistical Arbitrage in the U.S. Equities Market-Reference-Cited by-同舟云学术

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Statistical Arbitrage in the U.S. Equities Market

Published:2008 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Avellaneda Marco,Lee Jeong-Hyun

Publisher

Elsevier BV

Reference16 articles.

1. Dynamics of implied volatility surfaces

2. Adaptive greedy approximations;G Davis;Constructive Approximations,1997

3. Principal Components Analysis;I T Jolliffe;Springer Series in Statistics,2002

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