Statistical arbitrage pairs trading strategies: Review and outlook

Journal article
(Original article)


Publication Details

Author(s): Krauß C
Journal: Journal of Economic Surveys
Publisher: Blackwell Publishing Ltd
Publication year: 2017
Volume: 31
Journal issue: 2
Pages range: 513-545
ISSN: 0950-0804


FAU Authors / FAU Editors

Krauß, Christopher
Lehrstuhl für Statistik und Ökonometrie


How to cite

APA:
Krauß, C. (2017). Statistical arbitrage pairs trading strategies: Review and outlook. Journal of Economic Surveys, 31(2), 513-545. https://dx.doi.org/10.1111/joes.12153

MLA:
Krauß, Christopher. "Statistical arbitrage pairs trading strategies: Review and outlook." Journal of Economic Surveys 31.2 (2017): 513-545.

BibTeX: 

Last updated on 2018-05-12 at 20:50