Pair trading : a time-varying cointegration approach

Unpublished conference/Abstract (Scientific congresses and symposiums)

Babaei, Hamid; Muller, Aline

2013 • European Annual Meeting of the FMA

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Disciplines :

Finance

Author, co-author :

Babaei, Hamid ; Université de Liège - ULiège > HEC

Muller, Aline ; Université de Liège - ULiège > HEC-Ecole de gestion : UER > Finance

Language :

English

Title :

Pair trading : a time-varying cointegration approach

Publication date :

14 June 2013

Event name :

European Annual Meeting of the FMA

Event organizer :

Financial Management Association

Event date :

from 12-06-2013 to 14-06-2013

Audience :

International

Available on ORBi :

since 05 May 2014

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220 (12 by ULiège)

Number of downloads

6 (5 by ULiège)