Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
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Title
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Authors
Keywords
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Journal
QUANTITATIVE FINANCE
Volume -, Issue -, Pages 1-15
Publisher
Informa UK Limited
Online
2018-11-14
DOI
10.1080/14697688.2018.1537503
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