Open AccessMean Reversion with a Variance Threshold
Author(s) -
Marco Cuturi,
Alexandre d’Aspremont
Publication year - 2013
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - mean reversion , variance (accounting) , context (archaeology) , proxy (statistics) , mathematics , econometrics , stochastic process , multivariate statistics , lemma (botany) , statistics , computer science , economics , accounting , paleontology , ecology , poaceae , biology