"Risk control of mean-reversion time in statistical arbitrage."

Joongyeub Yeo, George Papanicolaou (2017)

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DOI: 10.3233/RDA-170132

access: closed

type: Journal Article

metadata version: 2020-09-01

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Joongyeub Yeo, George Papanicolaou:
Risk control of mean-reversion time in statistical arbitrage. Risk Decis. Anal. 6(4): 263-290 (2017)

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