June 2008
Beginner
428 pages
15h 29m
English
Content preview from Market Risk Analysis Volume II: Practical Financial EconometricsBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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References
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Alexander, C. and Dimitriu, A. (2005a) Indexing and statistical arbitrage: Tracking error or cointegration? ...
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