Economics at your fingertips  

Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures

Michael Breitner (), Christian Dunis, Hans-Jörg Mettenheim, Christopher Neely, Georgios Sermpinis, Hamad Alsayed and Frank McGroarty

Journal of Forecasting, 2014, vol. 33, issue 6, 391-408

Date: 2014
References: Add references at CitEc
Citations: View citations in EconPapers (8) Track citations by RSS feed

Downloads: (external link)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

Journal of Forecasting is currently edited by Derek W. Bunn

More articles in Journal of Forecasting from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().

Page updated 2023-01-08
Handle: RePEc:wly:jforec:v:33:y:2014:i:6:p:391-408