Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (Q539794): Difference between revisions
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Property / cites work: The Numerical Solution of Integral Equations of the Second Kind / rank | |||
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Property / cites work: Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data / rank | |||
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Property / cites work: Level-crossing probabilities and first-passage times for linear processes / rank | |||
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Property / cites work: Pairs trading / rank | |||
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Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank | |||
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Property / cites work: Q4837258 / rank | |||
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Property / cites work: Statistical analysis of cointegration vectors / rank | |||
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Latest revision as of 02:23, 4 July 2024
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English | Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique |
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Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (English)
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31 May 2011
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pairs trading
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cointegration
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integral equation
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mean first-passage time
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