PAIRS TRADING WITH COPULA METHOD
Pairs trading is a stock investment strategy. This strategy use two high correlated stocks. High correlation indicates that the two stocks move together and have long- run equilibrium. In this research, we will use copula method to determine when the two stocks deviate from their equilibrium. The p...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Final Project |
| 語言: | Indonesia |
| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/25770 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Institut Teknologi Bandung |
| 語言: | Indonesia |