Statistical arbitrage : an approach from econophysics
José Pedro Ramos-Requena, Antonio García Amate, and María de las Nieves López-García
| Year of publication: |
2025
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|---|---|
| Authors: | Ramos-Requena, J. P. ; García Amate, Antonio ; Nieves López García, María de las |
| Published in: |
Advances in Quantitative Methods for Economics and Business : A Tribute to José García Pérez. - Cham : Springer Nature Switzerland, ISBN 978-3-031-84782-0. - 2025, p. 313-333
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| Subject: | Econophysics | Hurst exponent | Pairs trading | Statistical arbitrage | Ökonophysik | Arbitrage | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-031-84782-0_16 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015464338