article

Sergio M. Focardi, Frank J. Fabozzi and Ivan Mitov


Finance Group (2016) : A New Approach to Statistical Arbitrage: Strategies Based on Dynamic Factor Models of Prices and their Performance




A New Approach to Statistical Arbitrage: Strategies Based on Dynamic Factor Models of Prices and their Performance

Sergio M. Focardi, Frank J. Fabozzi and Ivan Mitov




article

Journal of Banking and Finance

To cite this publication :


Gui Citovski, Sergio Focardi: A novel view of suprathreshold stochastic resonance and its applications to financial markets. Dans: 0000.





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