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Pairs trading with wavelet transform - MaRDI portal

Pairs trading with wavelet transform (Q6053125)

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scientific article; zbMATH DE number 7742097
Language Label Description Also known as
English
Pairs trading with wavelet transform
scientific article; zbMATH DE number 7742097

    Statements

    title
    Pairs trading with wavelet transform (English)
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    author
    Haluk Yener
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    Taner Yigit
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    publication date
    25 September 2023
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    zbMATH Keywords
    pairs trading
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    wavelet transform
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    minimum distance method
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    cointegration method
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    statistical arbitrage
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65T60
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    91G15
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    zbMATH DE Number
    7742097
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    OpenAlex ID
    W4383720929
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