Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
In: Journal of Risk and Financial Management 12.2 (2019).
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Erlangen
- (wer)
-
Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
- (wann)
-
2019
- Urheber
- URN
-
urn:nbn:de:bvb:29-opus4-118375
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:48 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Stübinger, Johannes
- Schneider, Lucas
- Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
Entstanden
- 2019
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