Pairs trading with wavelet transform
Burak Alparslan Eroğlu, Haluk Yener and Taner Yiğit
| Year of publication: |
2023
|
|---|---|
| Authors: | Eroğlu, Burak Alparslan ; Yener, Haluk ; Yigit, Taner M. |
| Subject: | Cointegration method | Minimum distance method | Pairs trading | Statistical arbitrage | Wavelet transform | Zustandsraummodell | State space model | Kointegration | Cointegration | Arbitrage | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Wertpapierhandel | Securities trading | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2230249 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014321668