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  • 统计套利.rar
       很有用的

    本附件包括:
    • Flexible least squares for temporal data mining and statistical arbitrage.pdf
    • Relativistic statistical arbitrage.pdf
    • Statistical Arbitrage and Securities Prices.pdf
    • Statistical arbitrage in the US equities market.pdf
    • Statistical arbitrage with default and collateral.pdf
    • Testing market efficiency using statistical arbitrage with applications to momentum and value strategies.pdf
    • The Statistics of Statistical Arbitrage.pdf
    • Analytic solutions for optimal statistical arbitrage trading.pdf
  • 4.53 MB
  • 2012-5-19
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