The top documents tagged [time of mean reversion]

CH7 Testing For Tradability 1. Agenda 1.Introduction 2.The linear relationship 3.Estimating the linear relationship: The multifactor approach 4.Estimating.

CH7 Testing For Tradability 1. Agenda 1.Introduction 2.The linear relationship 3.Estimating the linear relationship: The multifactor approach 4.Estimating.

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