Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages |
scientific article |
Statements
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (English)
0 references
6 January 2022
0 references
cryptocurrencies
0 references
cointegration
0 references
dynamic factor models
0 references
forecasting analysis
0 references
pair-trading
0 references
0 references
0 references
0 references
