Return and Risk of Pairs Trading Using a Simulation-Based...

Econometrics 2016 / 03 Vol. 4; Iss. 4

Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices

Ardia, David, Gatarek, Lukasz, Hoogerheide, Lennart, van Dijk, Herman
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Volume:
4
Language:
english
Journal:
Econometrics
DOI:
10.3390/econometrics4010014
Date:
March, 2016
File:
PDF, 299 KB
english, 2016
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