Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Work
Year: 2018
Type: article
Source: Quantitative Finance
Author Johannes Stübinger
Cites: 69
Cited by: 40
Related to: 10
FWCI: 7.489
Citation percentile (by year/subfield): 96.37
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: closed