Similar Search Results

Measurement of filters' efficiencies and application of NNSFDI method

Bildirici, Melike E.; Alp, Selçuk - In: Economic research 25 (2012) 4, pp. 937-957

Persistent link: https://www.econbiz.de/10009706525

Dynamic efficiency and arbitrage potential in Bitcoin : a long-memory approach

Duan, Kun; Li, Zeming; Urquhart, Andrew; Ye, Jinqiang - In: International review of financial analysis 75 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012804143

The overall efficiency of the dynamic DEA models

Zýková, Petra - In: Central European journal of operations research 30 (2022) 2, pp. 495-506

Persistent link: https://www.econbiz.de/10013185327

Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck

Meucci, Attilio - 2010

-Uhlenbeck process we introduce cointegration and its relationship to statistical arbitrage. We illustrate an application to swap … contract strategies. Fully documented code illustrating the theory and the applications is available at MATLAB Central …

Persistent link: https://www.econbiz.de/10013152769

Arbitrage, market definition and monitoring a time series approach

Burke, Simon P.; Hunter, John - 2012

Persistent link: https://www.econbiz.de/10009664471

Arbitrage, market definition and monitoring : a time series approach

Hunter, John; Burke, Simon P. - In: International journal of applied economics and … 22 (2014) 4, pp. 1-38

Persistent link: https://www.econbiz.de/10010396226

Nonlinear limits to arbitrage

Chen, Jingzhi; Cai, Charlie X.; Faff, Robert W.; Shin, … - In: The journal of futures markets 42 (2022) 6, pp. 1084-1113

Persistent link: https://www.econbiz.de/10013287917

Pairs trading with fractional Ornstein-Uhlenbeck spread model

Xiang, Yun; Zhao, Yonghong; Deng, Shijie - In: Applied economics 55 (2023) 23, pp. 2607-2623

Persistent link: https://www.econbiz.de/10014295156

Estimating the productivity of US agriculture : the Fisher total factor productivity index for time series data with unknown prices

Thanh Ngo; Tripe, David; Nguyen, Duc Khuong - In: The Australian journal of agricultural and resource … 68 (2024) 3, pp. 701-712

Persistent link: https://www.econbiz.de/10014634820

Efficiency drifts in euronext stock indexes returns

Gomes, Luís M. P.; Soares, Vasco J. S.; Gama, Sílvio M. A. - In: International journal of business 27 (2022) 2, pp. 28-44

Persistent link: https://www.econbiz.de/10013395911

1
2
3
4
5
6
7
8
9
10
Next
Last