INVESTIGATION OF STOCHASTIC PAIRS TRADING STRATEGIES UNDER DIFFERENT VOLATILITY REGIMES
| Year of publication: |
2010
|
|---|---|
| Authors: | BARONYAN, SAYATR. ; BODUROGLU, I.ILKAY ; SENER, EMRAH |
| Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 14189203. - Vol. 78.2010, p. 114-135
|