TY - JOUR T1 - Dynamic modeling of mean-reverting spreads for statistical arbitrage JO - Computational Management Science PY - 2011/01/01 AU - Triantafyllopoulos K AU - Montana G ED - DO - DOI: 10.1007/s10287-009-0105-8 VL - 8 IS - 1-2 SP - 23 EP - 49 Y2 - 2025/04/09 ER -