Pairs trading with the persistence-based decomposition model
Jonas Rende
| Year of publication: |
2019
|
|---|---|
| Authors: | Rende, Jonas |
| Published in: |
Essays on financial time series analysis. - Erlangen. - 2019, p. 85-117
|
| Subject: | persistence | high-frequency | pairs trading | permanent components | transient components | noise | Wertpapierhandel | Securities trading | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012321326