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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book Series |
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006070940&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55563 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |