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IMPROVEMENT OF YIELD CURVE ARBITRAGE TRADING MODEL ON RUSSIAN GOVERNMENT BOND MARKET
FEATURES OF CERTAIN KINDS OF ARBITRAGE AND TYPOLOGY OF ARBITRAGE STRATEGIES
ANALYSIS AND CLASSIFICATION OF FIXED INCOME ARBITRAGE RISKS
IMPROVEMENT OF STATISTICAL ARBITRAGE TRADING MODELS UNDER THE ADAPTIVE MARKETS HYPOTHESIS: THE CASE OF THE RUSSIAN AND ITALIAN BOND FUTURES MARKETS