Statistical arbitrage with vine copulas (Q4619524)
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scientific article; zbMATH DE number 7013646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical arbitrage with vine copulas |
scientific article; zbMATH DE number 7013646 |
Statements
Statistical arbitrage with vine copulas (English)
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6 February 2019
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finance
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statistical arbitrage
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quantitative strategies
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pairs trading
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copulas
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dependence structures
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