Pages that link to "Item:Q3119660"
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The following pages link to Risk control of mean-reversion time in statistical arbitrage (Q3119660):
Displaying 6 items.
- Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market (Q2036881) (← links)
- Systematic risk in pairs trading and dynamic parameterization (Q2036933) (← links)
- Statistical arbitrage and risk contagion (Q2102882) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control (Q5207795) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)