Pairs trading based on Empirical Mode Decomposition (EMD)
Bahareh Zarintaj, Saeed Aghasi, Forozan Baktash
| Year of publication: |
2023
|
|---|---|
| Authors: | Zarintaj, Bahareh ; Aghasi, Saeed ; Baktash, Forozan |
| Published in: |
Iranian journal of finance. - Teheran : Iran Finance Association, ISSN 2676-6345, ZDB-ID 3143378-9. - Vol. 7.2023, 3, p. 95-119
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| Subject: | Statistical Arbitrage | Pairs Trading | Empirical Mode Decomposition | Sharpe Ratio | Dekompositionsverfahren | Decomposition method | Arbitrage | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.30699/ijf.2023.369001.1380 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014429061