Zobrazeno 1 - 10
of 948
pro vyhledávání: '"Pairs Trading"'
Autor:
Lamsali, Hendrik1 hendrik@uum.edu.my, Lazim, Halim Mad1, Osman, Wan Nadzri1, Salleh, Mohamed Najib1, Iteng, Rosman1, Yiaw, Michael Tio Boon2, Abdul Razak, Muhamad Badrul Shah2, Ja'afar, Harlina Suzana3
Publikováno v:
PaperAsia. 2023, Vol. 39 Issue 6B, p8-20. 13p.
Autor:
Yijun Zhao1,2 yzhao11@fordham.edu, Shengjian Xu3 sxu108@fordham.edu, Ossowski, Jacek4 jossowsk@stevens.edu
Publikováno v:
Journal of Financial Data Science. Fall2022, Vol. 4 Issue 4, p133-150. 18p.
Autor:
Rubesam, Alexandre a.rubesam@ieseg.fr
Publikováno v:
Journal of Portfolio Management. 2022 Multi-Asset Special Issue, Vol. 48 Issue 4, p241-260. 20p.
Publikováno v:
Review of Financial Studies. Fall2006, Vol. 19 Issue 3, p797-827. 31p.
Autor:
Jai-Jen Wang1 wangjj@fcu.edu.tw
Publikováno v:
Corporate Management Review. 2020, Vol. 40 Issue 1, p35-75. 41p.
Publikováno v:
Forecasting, Vol 6, Iss 2, Pp 434-455 (2024)
Forecasting returns in financial markets is notoriously challenging due to the resemblance of price changes to white noise. In this paper, we propose novel methods to address this challenge. Employing high-frequency Brazilian stock market data at one
Externí odkaz:
https://doaj.org/article/ab6de20e09744e5788ac4f78a78a2e80
Autor:
Chen, Huafeng (Jason)1 chenhf@pbcsf.tsinghua.edu.cn, Chen, Shaojun (Jenny)2 jchen@cclgroup.com, Chen, Zhuo1 chenzh@pbcsf.tsinghua.edu.cn, Li, Feng3 fli@saif.sjtu.edu.cn
Publikováno v:
Management Science. Jan2019, Vol. 65 Issue 1, p370-389. 20p. 12 Charts, 2 Graphs.