Pairs trading with partial cointegration
Year of publication: |
Wednesday 4th May, 2016
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Authors: | Clegg, Matthew ; Krauss, Christopher |
Publisher: |
Erlangen-Nürnberg : Friedrich-Alexander-Universität Erlangen-Nürnberg, Institute for Economics |
Subject: | Statistical arbitrage | pairs trading | quantitative strategies | cointegration | partial cointegration | Kointegration | Cointegration | Theorie | Theory | Arbitrage | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment |
Extent: | 1 Online-Ressource (circa 42 Seiten) |
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Series: | FAU discussion papers in economics. - Erlangen : FAU, ISSN 1867-6707, ZDB-ID 2851451-8. - Vol. no. 2016/05 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/140632 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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