Estimating a regime switching pairs trading model (Q4554469)
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scientific article; zbMATH DE number 6979499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating a regime switching pairs trading model |
scientific article; zbMATH DE number 6979499 |
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Estimating a regime switching pairs trading model (English)
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14 November 2018
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applied mathematical finance
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quantitative trading strategies
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arbitrage relationship
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state-dependent trading strategies
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