Copula-based trading of cointegrated cryptocurrency pairs
Masood Tadi, Jiří Witzany
| Year of publication: |
2023
|
|---|---|
| Authors: | Tadi, Masood ; Witzany, Jiří |
| Publisher: |
Prague : Faculty of Finance and Accounting, University of Economics |
| Subject: | Statistical arbitrage | Pairs trading | Cointegration | Copulas | Cryptocurrencymarket | Kointegration | Multivariate Verteilung | Multivariate distribution | Arbitrage | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment |
| Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
|---|---|
| Series: | FFA Working Papers : FFA working paper. - Prague, Czech Republic : [Faculty of Finance and Accounting, Prague University of Economics and Business, ZDB-ID 3025382-2. - Vol. 2023, 4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014301307