Open AccessStatistical Arbitrage: A Critical View
Author(s) -
Przemysław Jaśko
Publication year - 2016
Publication title -
argumenta oeconomica cracoviensia
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2545-3866
pISSN - 1642-168X
DOI - 10.15678/aoc.2016.1505
Subject(s) - statistical arbitrage , cointegration , econometrics , heteroscedasticity , autoregressive model , portfolio , arbitrage , index arbitrage , economics , computer science , risk arbitrage , financial economics , arbitrage pricing theory , capital asset pricing model