scientific article; zbMATH DE number 5994867

zbMATH Open1232.91570MaRDI QIDQ3105142FDOQ3105142

Authors: Adrian Pizzinga, Luciano Vereda, Cristiano Fernandes 

Publication date: 5 January 2012

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; risk measures (91G70)

Cited In (1)

• A pairs trading strategy based on linear state space models and the Kalman filter

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