Robust dynamic pairs trading with cointegration (Q2417107)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust dynamic pairs trading with cointegration |
scientific article |
Statements
Robust dynamic pairs trading with cointegration (English)
0 references
11 June 2019
0 references
cointegration
0 references
pairs trading
0 references
robust decision rule
0 references
