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Q5259973 - MaRDI portal

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scientific article; zbMATH DE number 6453409
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scientific article; zbMATH DE number 6453409

    Statements

    author
    Le Li
    0 references
    Chun-Yi Zhang
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    Zhishu Yang
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    publication date
    29 June 2015
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    zbMATH Keywords
    stock index futures
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    statistical arbitrage
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    calendar spread arbitrage
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    high frequency arbitrage
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    Identifiers

    zbMATH DE Number
    6453409
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