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ARCH model 1 ARCH-Modell 1 Estimation theory 1 Exponentially weighted moving average (EWMA) model 1 Forecasting model 1 GARCH model 1 Multiple pair assets 1 Portfolio selection 1 Portfolio-Management 1 Predictive function 1 Prognoseverfahren 1 Schätztheorie 1 Tolerance interval 1 Volatility 1 Volatility forecast 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Cathy W. S. 1 Lin, Tsai-Yu 1 Syu, Fong-Yi 1
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The North American journal of economics and finance : a journal of financial economics studies 1
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ECONIS (ZBW) 1
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Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu; Chen, Cathy W. S.; Syu, Fong-Yi - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-10
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