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
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