TY  - CONF

T1  - Detecting Mean Reverted Patterns in Statistical Arbitrage.

JO  - ICPRAM (1)

UR  - http://www.informatik.uni-trier.de/~ley/db/conf/icpram/icpram2012-1.html

PY  - 2012/01/01

AU  - Triantafyllopoulos K

ED  - Carmona PL

ED  - Sánchez JS

ED  - Fred ALN

PB  - SciTePress

SN  - 978-989-8425-98-0

Y2  - 2024/12/22

ER  -