Estimating a regime switching pairs trading model
Robert J. Elliott and Reza Bradrania
| Year of publication: |
May 2018
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|---|---|
| Authors: | Elliott, Robert J. ; Bradrania, Reza |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 5, p. 877-883
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| Subject: | Applied mathematical finance | Quantitative trading strategies | Arbitrage relationship | State-dependent trading strategies | Finanzmathematik | Mathematical finance | Portfolio-Management | Portfolio selection | Theorie | Theory | Arbitrage | Derivat | Derivative | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | CAPM | Außenwirtschaftspolitik | Foreign economic policy | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1403035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011907956