Statistical arbitrage pairs trading with high-frequency data
Johannes Stübinger, Jens Bredthauer
| Year of publication: |
2017
|
|---|---|
| Authors: | Stübinger, Johannes ; Bredthauer, Jens |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 4, p. 650-662
|
| Subject: | Finance | Pairs Trading | High-frequency data | Arbitrage | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection | Marktmikrostruktur | Market microstructure | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Zeitreihenanalyse | Time series analysis |
| 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/10011833680