"Pairs Trading via Nonlinear Autoregressive GARCH Models."

Benchawanaree Chodchuangnirun, Kongliang Zhu, Woraphon Yamaka (2018)

Details and statistics

DOI: 10.1007/978-3-319-75429-1_23

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

a service of  Schloss Dagstuhl - Leibniz Center for Informatics