Pairs trading with partial cointegration
Matthew Clegg and Christopher Krauss
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Clegg, Matthew ; Krauss, Christopher |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 1, p. 121-138
|
| Subject: | Pairs trading | Statistical arbitrage | Quantitative strategies | Cointegration | Partial cointegration | Kointegration | Portfolio-Management | Portfolio selection | Arbitrage | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1370122 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011905837