LUP Statistics

Record

Title

The application of Ornstein-Uhlenbeck Process model and ARCH/GARCH model in statistical arbitrage

Type

Student Paper

Publ. year

2017

Author/s

Wang, Jianbo; Fang, Jianyang

Department/s

Department of Economics

In LUP since

2017-06-13

Total	This Year	This Month
1154	215	10

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