STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK

Journal of Economic Surveys

Volumn 31, Issue 2, 2017, Pages 513-545

  Krauss, Christopher ^a  

^a UNIVERSITY OF ERLANGEN NUREMBERG   (Germany)

Author keywords

Mean reversion; Pairs Trading; Relative value Arbitrage; Spread Trading

Indexed keywords

COINTEGRATION ANALYSIS; IMPLEMENTATION PROCESS; SECURITY; STOCHASTICITY; STRATEGIC APPROACH; TIME SERIES ANALYSIS; TRADE;

EID: 84966633311     PISSN: 09500804     EISSN: 14676419     Source Type: Journal    
DOI: 10.1111/joes.12153     Document Type: Article

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