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subject:"Time series analysis"
~isPartOf:"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"
~subject:"Wirtschaftswachstum"
~type_genre:"Conference paper"
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Time series analysis
Wirtschaftswachstum
Arbitrage
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Cointegration
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Hauptkomponentenanalyse
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Kointegration
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Ornstein-Uhlenbeck process
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PCA
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Principal component analysis
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Statistical arbitrage
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Statistical method
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Statistical theory
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Statistische Methode
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Bartkoviak, Oleksandr
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Chernyak, Oleksandr
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Chernyak, Yevgen
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Shpyrko, Viktor
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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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