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  • Search: subject:"mean-reversion strategy"
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Aktienmarkt 1 Anlageverhalten 1 Behavioural finance 1 Cointegration 1 Correlation 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Electronic trading 1 Elektronisches Handelssystem 1 Financial analysis 1 Finanzanalyse 1 Kointegration 1 Korrelation 1 Portfolio selection 1 Portfolio-Management 1 Securities trading 1 Stock market 1 Theorie 1 Theory 1 Time series analysis 1 Wertpapierhandel 1 Zeitreihenanalyse 1 algorithmic trading strategies 1 correlation & cointegration trading 1 efficient market hypothesis 1 generalized Hurst & Hurst exponent 1 mean-reversion strategy 1 pair trading 1 portfolio choice 1
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Free 1
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Book / Working Paper 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
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Quynh Bui 1 Ślepaczuk, Robert 1
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ECONIS (ZBW) 1
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Applying hurst exponent in pair trading strategies
Quynh Bui; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322277
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