Cointegrated assets : identification and trading
Cointegration is a statistical property possessed by some multivariate time series that is defined by the concepts of stationarity and the order of integration of the series. When each component of a multivariate time series is non-stationary but certain linear combinations of these non-stationary c...
Saved in:
| 主要作者: | |
|---|---|
| 其他作者: | |
| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
Nanyang Technological University
2021
|
| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/146098 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|