Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures
Michael Breitner (),
Hamad Alsayed and
Journal of Forecasting, 2014, vol. 33, issue 6, 391-408
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:33:y:2014:i:6:p:391-408
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