Title
An improved test for statistical arbitrage
Publication Type
Journal Article
Publication Date
2012
Discipline
Finance and Financial Management
Publication
Journal of Financial Markets
ISSN/ISBN
1386-4181
Citation
WARACHKA, Mitchell Craig; R., Jarrow; M., Teo; and Y.K., Tse, "An improved test for statistical arbitrage" (2012). Research Collection Lee Kong Chian School of Business (Open Access). Paper 3168.
http://ink.library.smu.edu.sg/lkcsb_research/3168
COinS
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