INVESTIGATION OF STOCHASTIC PAIRS TRADING STRATEGIES UNDER DIFFERENT VOLATILITY REGIMES.

Autor:	BARONYAN, SAYAT R.1, BODUROĞLU, İ. İLKAY2, ŞENER, EMRAH3
Zdroj:	Manchester School (1463-6786). Sep2010 Supplement, Vol. 78, p114-134. 21p. 14 Charts, 10 Graphs.
Databáze:	Business Source Ultimate
Externí odkaz:	Zobrazit plný text záznamu