TY  - JOUR

T1  - Dynamic modeling of mean-reverting spreads for statistical arbitrage

JO  - Computational Management Science

PY  - 2011/01/01

AU  - Triantafyllopoulos K

AU  - Montana G

ED  - 

DO  - DOI: 10.1007/s10287-009-0105-8

VL  - 8

IS  - 1-2

SP  - 23

EP  - 49

Y2  - 2024/12/22

ER  -