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Taylor & Francis
Statistical arbitrage under the efficient market hypothesis
Si Bao
Shi Chen
Xi Wang
Wei An Zheng
Yu Zhou
Statistical Theory and Related Fields, 2019. doi:10.1080/24754269.2019.1670525
Stationary process
statistical arbitrage
Black–Scholes model
10.1080/24754269.2019.1670525
2019-10-03
True
www.tandfonline.com
VoR
10.1080/24754269.2019.1670525
2019-10-03
True
www.tandfonline.com
10.1080/24754269.2019.1670525
https://doi.org/10.1080/24754269.2019.1670525
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