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Rate this file 93 Downloads (last 30 days) File Size: 143 KB File ID: #24120 Version: 1.3
Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck
14 May 2009 (Updated 09 May 2011)
Stat-arbitrage, multivariate Ornstein-Uhlenbeck fit, animation