The aspect of pairs trading for statistical arbitrage
The main thing that distinguishes financial time series analysis from other time series analysis, is that the former behave in a very unique way. This is due to the existence of unit roots. In this thesis we will present the fundamental theory behind unit root tests, spurious regression and cointeg...
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| Language: | English |
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2023
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| Online Access: | http://hdl.handle.net/11610/24937 |
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