Statistical arbitrage pairs trading with high-frequency data.

Stübinger J, Bredthauer J (2017)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2017

Journal

International Journal of Economics and Financial Issues EconJournals

Book Volume: 7

Pages Range: 650-662

Journal Issue: 4

Open Access Link: https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&ved=2ahUKEwiSw5L0iZLdAhXH2aQKHbP2BjkQFjAAegQIAxAC&url=http://dergipark.gov.tr/download/article-file/364651&usg=AOvVaw187wlF7WlxoMoTTn2vStkG

Authors with CRIS profile

Johannes Stübinger Lehrstuhl für Statistik und Ökonometrie

How to cite

APA:

Stübinger, J., & Bredthauer, J. (2017). Statistical arbitrage pairs trading with high-frequency data. International Journal of Economics and Financial Issues, 7(4), 650-662.

MLA:

Stübinger, Johannes, and Jens Bredthauer. "Statistical arbitrage pairs trading with high-frequency data." International Journal of Economics and Financial Issues 7.4 (2017): 650-662.

BibTeX: Download