Pair trading rule with switching regression GARCH model
© Springer International Publishing AG 2016. Pairs trading strategy is a famous strategy and commonly taken by many investors. There are various approaches to define the pairs trading signal which is the important part of the strategy. This study aims to propose an alternative approach, Markov Switc...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2017
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006070940&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42263 |
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| Institution: | Chiang Mai University |