Investigations of stochastic pairs trading strategies under different volatility regimes
by Sayat R. Baronyan, İ. İlkay Boduroǧlu and Emrah S̜ener
| Year of publication: |
2010
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|---|---|
| Authors: | Baronyan, Sayat R. ; Boduroǧlu, İ. İlkay ; S̜ener, Emrah |
| Published in: |
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group. - Oxford [u.a.] : Wiley-Blackwell, ZDB-ID 10847996. - Vol. 78.2010, p. 114-134
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010039283