Pairs trading and selection methods : is cointegration superior?
Nicolas Huck and Komiwi Afawubo
| Year of publication: |
2015
|
|---|---|
| Authors: | Huck, Nicolas ; Afawubo, Komiwi |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 4/6, p. 599-613
|
| Subject: | pairs trading | trading rules | distance | cointegration | stationarity | Kointegration | Cointegration | Portfolio-Management | Portfolio selection | Theorie | Theory | Wertpapierhandel | Securities trading | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10010464739