Pages that link to "Item:Q4554227"
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The following pages link to A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227):
Displaying 5 items.
- Pairs trading with partial cointegration (Q4554413) (← links)
- Pairs trading with partial cointegration (Q4957234) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (Q4997703) (← links)
- Stochastic transmission in epidemiological models (Q6198020) (← links)
