Pages that link to "Item:Q4554469"
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The following pages link to Estimating a regime switching pairs trading model (Q4554469):
Displaying 8 items.
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- A switching microstructure model for stock prices (Q2312402) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- On model robustness of the regime switching approach for pegged foreign exchange markets (Q5092650) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- An adaptive regime-switching regression model for hedge funds (Q5414104) (← links)