ICAR Research Data Repository for Knowledge Management
Comomentum: Inferring Arbitrage Activity from Return Correlations
Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)
View Archive Info| Field | Value | |
| Title |
Comomentum: Inferring Arbitrage Activity from Return Correlations
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| Identifier |
https://doi.org/10.7910/DVN/R9IHOR
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| Creator |
Lou, Dong
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| Publisher |
Harvard Dataverse
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| Description |
Replication code for "Comomentum: Inferring Arbitrage Activity from Return Correlations"
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| Subject |
Business and Management
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| Contributor |
Lou, Dong
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