Pairs trading with partial cointegration
Year of publication: |
January 2018
|
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Authors: | Clegg, Matthew ; Krauss, Christopher |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 1, p. 121-138
|
Subject: | Pairs trading | Statistical arbitrage | Quantitative strategies | Cointegration | Partial cointegration | Kointegration | Arbitrage | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kapitalanlage | Financial investment |
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