Pairs trading : performance of a relative value arbitrage rule

Pairs trading : performance of a relative value arbitrage rule

Bibliografske podrobnosti
Glavni avtor: Gatev, Evan G.
Drugi avtorji: Goetzmann, William N., Rowenhorst, K. Geert
Format: Knjiga
Jezik:English
Izdano: Cambridge National Bureau of Economic Research 1999.
Serija:NBER working paper series no.7032
Teme:
Arbitrage > Econometric models. > United States.
Stocks > Prices > Econometric models. > United States.