Pairs trading : performance of a relative value arbitrage rule

Pairs trading : performance of a relative value arbitrage rule

ग्रंथसूची विवरण
मुख्य लेखक: Gatev, Evan G.
अन्य लेखक: Goetzmann, William N., Rowenhorst, K. Geert
स्वरूप: पुस्तक
भाषा:English
प्रकाशित: Cambridge National Bureau of Economic Research 1999.
श्रृंखला:NBER working paper series no.7032
विषय:
Arbitrage > Econometric models. > United States.
Stocks > Prices > Econometric models. > United States.