Work

Investigation of Stochastic Pairs Trading Strategies Under Different Volatility Regimes

Year: 2010

Type: article

Source: Manchester School

DOI: 10.1111/j.1467-9957.2010.02204.x

Authors: SAYAT R. BARONYAN, İ. İLKAY BODUROĞLU, EMRAH ŞENER

Institutions: Istanbul Technical University, Tekirdağ Namık Kemal University, Özyeğin University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2113483459

FWCI: 2.229

Cites: 23

Cited by: 22

Related to: 10