Statistical arbitrage pairs trading strategies: Review and outlook

Krauß C (2017)

Publication Status: Published

Publication Type: Journal article, Original article

Publication year: 2017

Journal

Journal of Economic Surveys Wiley-Blackwell

Publisher: Blackwell Publishing Ltd

Book Volume: 31

Pages Range: 513-545

Journal Issue: 2

DOI: 10.1111/joes.12153

Authors with CRIS profile

Christopher Krauß 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.

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