Pairs trading based on statistical variability of the spread process

Quantitative Finance

Volumn 13, Issue 9, 2013, Pages 1411-1430

  Bogomolov, Timofei ^a  

^a UNIVERSITY OF SOUTH AUSTRALIA   (Australia)

Author keywords

Applied mathematical finance; Arbitrage relationship; Quantitative trading strategies; Statistical methods; Trading strategies

Indexed keywords

EID: 84885019539     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2012.748934     Document Type: Article

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