Optimal Statistical Arbitrage: A Model Specification Analysis on ISEQ Equity Data

Mark Cummins

doi:10.52399/001c.27006

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Cummins, M. (2010). Optimal Statistical Arbitrage: A Model Specification Analysis on ISEQ Equity Data. Accounting, Finance & Governance Review, 17(2). https://doi.org/10.52399/001c.27006

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