Pairs trading : performance of a relative value arbitrage rule

Pairs trading : performance of a relative value arbitrage rule

书目详细资料
主要作者: Gatev, Evan G.
其他作者: Goetzmann, William N., Rowenhorst, K. Geert
格式: 图书
语言:English
出版: Cambridge National Bureau of Economic Research 1999.
丛编:NBER working paper series no.7032
主题:
Arbitrage > Econometric models. > United States.
Stocks > Prices > Econometric models. > United States.