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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
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