Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures (Q4687518)
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scientific article; zbMATH DE number 6952428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures |
scientific article; zbMATH DE number 6952428 |
Statements
Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures (English)
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12 October 2018
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lead-lag relationships
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futures markets
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Hayashi-Yoshida cross-correlation estimator
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statistical arbitrage
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