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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~person:"Chernyak, Oleksandr"
~subject:"Competition"
~type_genre:"Conference paper"
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Business Development and Economic Governance in Southeastern Europe : 13th International Conference on the Economies of the Balkan and Eastern European Countries (EBEEC), Pafos, Cyprus, 2021
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Statistical arbitrage using cointegration and principal component analysis approach
Bartkoviak, Oleksandr
;
Shpyrko, Viktor
;
Chernyak, Oleksandr
- In:
Business Development and Economic Governance in …
,
(pp. 167-182)
.
2022
Persistent link: https://www.econbiz.de/10013413520
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