Birkbeck, University of London logo
BIROn - Birkbeck Institutional Research Online

    Browse by Person

    Up a level
    Export as [feed] Atom [feed] RSS
    Group by: Item Type | Date | Journal or Publication Title | No Grouping
    Jump to: Quantitative Finance
    Number of items: 1.

    Quantitative Finance

    Geman, Hélyette and Chang, L. and Liu, B. (2016) Intraday pair trading strategies on high frequency data: the case of oil companies. Quantitative Finance 17 (1), pp. 87-100. ISSN 1469-7688.

    This list was generated on Sat Nov 23 06:05:28 2024 GMT.