Pairs Trading via Nonlinear Autoregressive GARCH Models
© 2018, Springer International Publishing AG, part of Springer Nature. Pairs trading is a well-established speculative investment strategy in financial markets. However, the presence of extreme structural change in economy and financial markets might cause simple pairs trading signals to be wrong. T...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85043978735&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58582 |
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| Institution: | Chiang Mai University |