Pairs trading with copulas
Wenjun Xie, Rong Qi Liew, Yuan Wu, and Xi Zou
| Year of publication: |
2016
|
|---|---|
| Authors: | Xie, Wenjun ; Rong Qi Liew ; Wu, Yuan ; Zou, Xi |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 11.2016, 3, p. 41-52
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Theorie | Theory | Wertpapierhandel | Securities trading |
| 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/10011697601