Narrow search
Showing 81 - 90 of 182,549
Cover Image
Equity diversification in two Chinese share markets : nonparametric cointegration test
Chang, Tsangyao; Yichun, Zhang; Tzeng, Han-wen - In: International journal of economics 4 (2010) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10008821725
Cover Image
An empirical study about catering theory of dividends : the proof from Chinese stock market
Lu, Xiaoguang; Xi, Yiran; Lu, Diqian - In: Journal of industrial engineering and management : JIEM 7 (2014) 2, pp. 506-517
studies the returns from these three kinds of portfolios which is analyzed by the least significant difference method, co-integration …
Persistent link: https://www.econbiz.de/10011912313
Cover Image
Deep reinforcement learning for pairs trading : evidence from China black series futures
Guo, Minjia; Liu, Bruce Jianhe; Luo, Ziping; Han, Xiao - In: International review of economics & finance : IREF 93 (2024) 2, pp. 981-993
Persistent link: https://www.econbiz.de/10014535675
Cover Image
Stock returns and mutual fund flows in the Korean financial markets : a system approach
Kim, Jaebeom; Kim, Jung-Min - In: Applied economics 52 (2020) 33, pp. 3588-3599
Persistent link: https://www.econbiz.de/10012258959
Cover Image
Impact of Chinese ADRs : case study of MAPPAC method analysing China dual listing companies in the US equity market
Guo, Haochen - In: International journal of economics and business … 22 (2021) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10012597897
Cover Image
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
cointegration model, of pairs of stock prices. We show the effect that using an encompassing prior under an orthogonal normalization …
Persistent link: https://www.econbiz.de/10010259626
Cover Image
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
. A simulation-based Bayesian procedure is introduced for predicting stable stock price ratios, defined in a cointegration …
Persistent link: https://www.econbiz.de/10011505854
Cover Image
partialCI : an R package for the analysis of partially cointegrated time series
Clegg, Matthew; Krauss, Christopher; Rende, Jonas - In: Essays on financial time series analysis, (pp. 13-45). 2019
Partial cointegration is a weakening of cointegration, allowing for the residual series to contain a mean-reverting and …, but can be modeled with partial cointegration. …
Persistent link: https://www.econbiz.de/10012321317
Cover Image
Optimal pairs trading with time-varying volatility
Li, Thomas Nanfeng; Tourin, Agnès - In: International journal of financial engineering 3 (2016) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10011588167
Cover Image
partialCI : an R package for the analysis of partially cointegrated time series
Clegg, Matthew; Krauss, Christopher; Rende, Jonas - 2017
Partial cointegration is a weakening of cointegration, allowing for the residual series to contain a mean-reverting and …, but can be modeled with partial cointegration. …
Persistent link: https://www.econbiz.de/10011597666