Pairs Trading Based on Empirical Mode Decomposition (EMD)
As a trading strategy, pairs trading is performed based on the arbitrage opportunities extracted from statistical models. It is an outcome of the distance between an asset pair and the equilibrium state. Consequently, selecting a pair with the potential to form long-term relationships and reverting...
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| Үндсэн зохиолчид: | , , |
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| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
Iran Finance Association
2023-09-01
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| Цуврал: | Iranian Journal of Finance |
| Нөхцлүүд: | |
| Онлайн хандалт: | https://www.ijfifsa.ir/article_180152_44c1e6cea2bbb4a7c5f051c07080bbf7.pdf |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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