@article{article, title  = {{Dynamic modeling of mean-reverting spreads for statistical arbitrage}},

 url = {{}},

 year = {{2011}},

 month = {{1}},

 author = {{Triantafyllopoulos K and Montana G}},

 doi = {{10.1007/s10287-009-0105-8}},

 volume = {{8}},

 journal = {{Computational Management Science}},

 issue = {{1-2}},

 pages = {{23-49}},

 note = {{Accessed on 2024/12/22}}}