Investigation of stochastic pairs trading strategies under different volatility regimes

Manchester School

Volumn 78, Issue SUPPL. 1, 2010, Pages 114-134

  Baronyan, Sayat R ^a   Boduroĝlu, Ilkay ^b   Şener, Emrah ^c  

^a ISTANBUL TECHNICAL UNIVERSITY   (Turkey)

^b NAMIK KEMAL UNIVERSITY   (Turkey)

^c OZYEGIN UNIVERSITY   (Turkey)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77955249930     PISSN: 14636786     EISSN: 14679957     Source Type: Journal    
DOI: 10.1111/j.1467-9957.2010.02204.x     Document Type: Article

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