Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610)
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scientific article; zbMATH DE number 7452721
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| English | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages |
scientific article; zbMATH DE number 7452721 |
Statements
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (English)
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6 January 2022
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cryptocurrencies
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cointegration
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dynamic factor models
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forecasting analysis
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pair-trading
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0.8001035451889038
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0.7680596709251404
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0.7061342000961304
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0.6987850666046143
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0.6955965757369995
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