Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Pre-selection in cointegration-based pairs trading - MaRDI portal

Pre-selection in cointegration-based pairs trading (Q6122770)

From MaRDI portal
scientific article; zbMATH DE number 7812033
Language Label Description Also known as
English
Pre-selection in cointegration-based pairs trading
scientific article; zbMATH DE number 7812033

    Statements

    title
    Pre-selection in cointegration-based pairs trading (English)
    0 references
    author
    Marianna Brunetti
    0 references
    Roberta De Luca
    0 references
    publication date
    1 March 2024
    0 references
    zbMATH Keywords
    pairs trading
    0 references
    pre-selection
    0 references
    cointegration
    0 references
    spectral coherence
    0 references
    risk factors
    0 references

    Identifiers

    zbMATH DE Number
    7812033
    0 references
    OpenAlex ID
    W3159205941
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6122770&oldid=39713004"
    Powered by MediaWiki