Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (Q539794): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62-XX / rank | |||
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| Property / zbMATH DE Number: 5902624 / rank | |||
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pairs trading | |||
| Property / zbMATH Keywords: pairs trading / rank | |||
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cointegration | |||
| Property / zbMATH Keywords: cointegration / rank | |||
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integral equation | |||
| Property / zbMATH Keywords: integral equation / rank | |||
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mean first-passage time | |||
| Property / zbMATH Keywords: mean first-passage time / rank | |||
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Revision as of 09:55, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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