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  • Search: subject:"Engle-Granger 2-step Comtegration Approach"
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Year of publication
Subject
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Arbitrage 1 Börsenhandel 1 Börsenkurs 1 Cointegration 1 Engle-Granger 2-step Comtegration Approach 1 Kointegration 1 Pairs Trading 1 Portfolio selection 1 Portfolio-Management 1 Securities trading 1 Share price 1 Statistical Arbitrage 1 Stock exchange trading 1 Theorie 1 Theory 1 VECM 1 Wertpapierhandel 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Gul, Saleem 1 Qazi, Laila Taskeen 1 Rahman, Atta Ur 1
Published in...
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The Pakistan development review : PDR 1
Source
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ECONIS (ZBW) 1
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Which pairs of stocks should we trade? : selection of pairs for statistical arbitrage and pairs trading in Karachi stock exchange
Qazi, Laila Taskeen; Rahman, Atta Ur; Gul, Saleem - In: The Pakistan development review : PDR 54 (2015) 3, pp. 215-244
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