Statistical arbitrage pairs trading with high-frequency data
Year of publication: |
2017
|
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Authors: | Stübinger, Johannes ; Bredthauer, Jens |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 4, p. 650-662
|
Subject: | Finance | Pairs Trading | High-frequency data | Arbitrage | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Volatilität | Volatility | Wertpapierhandel | Securities trading | Zeitreihenanalyse | Time series analysis |
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