4C Alexander, A Dimitriu. Indexing and statistical arbitrage [ J]. Journal of Portfolio Management, 2004.
5A Meucci. Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein - Uhlenbeck [ J ]. Bloomberg Portfolio Research Paper, No. 2010-01- CLASSROOM.
6Bolgun, Evren, Kurun, Engin and Guven, Serhat. Dynamic Pairs Trading Strategy For The Companies Listed In The Istan- bul Stock Exchange [ J ]. Working papers, 2009 .
9A Burgess. A Computational Methodology for Modelling the Dynamics of Statistical Arbitrage [ J ]. A thesis submitted to the University of London for the degree of Doctor of Philoso- phy. 1999.
10E Larsson, L Larsson, J Aberg. A Market Neutral Statistical Ar- bitrage Trading Model[J]. Development, 2003 - saf-venblad, se.
