Pages that link to "Item:Q545522"
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The following pages link to Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522):
Displayed 9 items.
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
- Pairs trading with partial cointegration (Q4554413) (← links)
- MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111) (← links)
- Detecting Mean-Reverted Patterns in Algorithmic Pairs Trading (Q4922846) (← links)
- Pairs trading with partial cointegration (Q4957234) (← links)
- Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (Q4997703) (← links)
- A local unit root test in mean for financial time series (Q5222373) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)