Pages that link to "Item:Q2102882"
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The following pages link to Statistical arbitrage and risk contagion (Q2102882):
Displaying 13 items.
- Statistical arbitrage with default and collateral (Q991350) (← links)
- Impact of value-at-risk models on market stability (Q1655705) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market (Q2036881) (← links)
- Systematic risk in pairs trading and dynamic parameterization (Q2036933) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- The implied arbitrage mechanism in financial markets (Q2658799) (← links)
- Statistical testing for asymptotic no-arbitrage in financial markets (Q2786041) (← links)
- Risk control of mean-reversion time in statistical arbitrage (Q3119660) (← links)
- A statistical procedure for testing financial contagion (Q5148591) (← links)
- Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (Q5234323) (← links)
- Statistical arbitrage under the efficient market hypothesis (Q5880030) (← links)
- Generalized statistical arbitrage concepts and related gain strategies (Q6054359) (← links)