Author:
BARONYAN SAYAT R.,BODUROĞLU İ. İLKAY,ŞENER EMRAH
Subject
Economics and Econometrics
Reference20 articles.
1. Avellaneda , M. Lee , J.-H. 2008 Statistical Arbitrage in the U.S. Equities Market http://ssrn.com/abstract=1153505
2. Market Neutral Strategies;Beliossi;Journal of Alternative Investments,2002
3. Storage, Slow Transport, and the Law of One Price: Theory with Evidence from Nineteenth-century U.S. Corn Markets;Coleman;Review of Economics and Statistics,2009
4. Distribution of the Estimators for Autoregressive Time Series with a Unit Root;Dickey;Journal of the American Statistical Association,1979
5. Do , B. Faff , R. Hamza , K. 2006 A New Approach to Modeling and Estimation for Pairs Trading Working Paper
Cited by
18 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献