On the sensibility of the Pairs Trading strategy : the case of the FTS stock market index
A. Fernández-Pérez, M. N. López-García and J. P. Ramos-Requena
| Year of publication: |
2020
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|---|---|
| Authors: | Fernández-Pérez, A. ; Nieves López García, María de las ; Ramos-Requena, J. P. |
| Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 38.2020, 3, p. 229-236
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| Subject: | Hurst exponent | Statistical Arbitrage | Pairs Trading | Arbitrage | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618028