The Cointegration approach in statistical arbitrage
The goal of this work is to showcase the importance of the unit roots and how to appropriately manage them through the theory of cointegration. We present the practical connection of statistical arbitrage with the cointegration and how it can be applied in the Financial market. Also, we show why the...
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| Language: | English |
| Published: |
2023
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| Online Access: | http://hdl.handle.net/11610/24936 |
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