Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
Gatarek, Lukasz T., Hoogerheide, Lennart F., van Dijk, H. K.Year:
2014
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2412455
File:
PDF, 172 KB
2014