On the sensibility of the Pairs Trading strategy : the case of the FTS stock market index
Year of publication: |
2020
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Authors: | Fernández-Pérez, A. ; Nieves López García, María de las ; Ramos-Requena, J. P. |
Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 38.2020, 3, p. 229-236
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Subject: | Hurst exponent | Statistical Arbitrage | Pairs Trading | Arbitrage | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment |
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