Estimating a regime switching pairs trading model (Q4554469)
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scientific article; zbMATH DE number 6979499
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| default for all languages | No label defined |
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| 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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0.9026599
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0.8900664
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0.88727957
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0.8764564
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0.8748725
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0.8709028
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0.8708075
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0.8665285
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