Pairs trading with wavelet transform-Reference-Cited by-同舟云学术

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Pairs trading with wavelet transform

Published:2023-07-10 Issue:7-8 Volume:23 Page:1129-1154
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Eroğlu Burak Alparslan¹^ORCID,Yener Haluk²^ORCID,Yiğit Taner³

Affiliation:

1. Department of Economics, Bakırçay University, Menemen, Izmir 35660, Turkey

2. Department of Business Administration, Istanbul Bilgi University, Eyup, Istanbul 34060, Turkey

3. Department of Economics, Bilkent University, Bilkent, Ankara 06533, Turkey

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2023.2230249

Reference38 articles.

1. Statistical arbitrage in the US equities market

2. Comovement

3. Analytic solutions for optimal statistical arbitrage trading

4. Understanding Risk and Return

5. On Persistence in Mutual Fund Performance

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