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Arbitrage in political prediction markets
Stershic, Andrew; Gujral, Kritee - In: The journal of prediction markets 14 (2020) 1, pp. 69-104
Persistent link: https://www.econbiz.de/10012667592
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841635
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Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
Gatarek, Lukasz; Hoogerheide, Lennart F.; Dijk, Herman … - 2014
In this paper we consider two cases of pairs trading strategies: a conditional statistical arbitrage method and an … implicit statistical arbitrage method. We use a simulation-based Bayesian procedure for predicting stable ratios, defined in a …
Persistent link: https://www.econbiz.de/10010259626
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Liquidity provision and cross arbitrage in continuous double-auction prediction markets
Antweiler, Werner - In: The journal of prediction markets 7 (2013) 3, pp. 61-86
Persistent link: https://www.econbiz.de/10010342032
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Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
Ardia, David; Gatarek, Lukasz T.; Hoogerheide, Lennart; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-19
risk and return of two pairs trading strategies: a conditional statistical arbitrage method and an implicit arbitrage one …
Persistent link: https://www.econbiz.de/10011505854
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - In: Advances in futures and options research : a research annual 6 (1993), pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
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Interest rate arbitrage in currency baskets : forecasting weights and measuring risk
Christoffersen, Peter F. - 1999
Persistent link: https://www.econbiz.de/10001366342
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Simulating and forecasting utility stock returns : arbitrage pricing theory vs. capital asset pricing model
Bubnys, Edward L. - In: The financial review : the official publication of the … 25 (1990) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001143203
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Detecting Statistical Arbitrage Opportunities Using a Combined Neural Network - GARCH Model
Thomaidis, Nikolaos S. - 2012
This paper proposes a hybrid computational intelligent system for the detection of statistical arbitrage opportunities …
Persistent link: https://www.econbiz.de/10013112484
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Methods of Predictive Foresight of Cluster Development Using Arbitrage Techniques
Yashin, Sergey - 2017
on calculating the best possible equivalent portfolio of the cluster companies using arbitrage techniques. In this …
Persistent link: https://www.econbiz.de/10012953355