Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (Q539794): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: PcGive / rank | |||
Normal rank | |||
Revision as of 01:10, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique |
scientific article |
Statements
Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (English)
0 references
31 May 2011
0 references
pairs trading
0 references
cointegration
0 references
integral equation
0 references
mean first-passage time
0 references
