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You searched for subject:( statistical arbitrage). Showing records 1 – 23 of 23 total matches.

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NSYSU

1. Ke, Shan-yao. Pairs trading with copula approach in Taiwan.

Degree: Master, Finance, 2015, NSYSU

 Pairs trading is a popular quantitative investment strategy in the finance industry. Liew and Wu (2013) propose a new approach for pairs trading. This study… (more)

Subjects/Keywords: Market Neutral; Pairs Trading; Copula; Statistical Arbitrage

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ke, S. (2015). Pairs trading with copula approach in Taiwan. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526115-101011

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ke, Shan-yao. “Pairs trading with copula approach in Taiwan.” 2015. Thesis, NSYSU. Accessed August 22, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526115-101011.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ke, Shan-yao. “Pairs trading with copula approach in Taiwan.” 2015. Web. 22 Aug 2019.

Vancouver:

Ke S. Pairs trading with copula approach in Taiwan. [Internet] [Thesis]. NSYSU; 2015. [cited 2019 Aug 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526115-101011.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ke S. Pairs trading with copula approach in Taiwan. [Thesis]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526115-101011

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Nova

2. Almeida, Gustavo Filipe Direitinho Nunes de. Enhancing and implementing a pairs trading strategy.

Degree: 2014, Universidade Nova

This paper designs a pairs trading model with the intent to identify existing profitable market opportunities to invest, i.e. traditionally strong correlated stocks that have… (more)

Subjects/Keywords: Pairs trading; Investment modeling; Statistical arbitrage

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APA (6th Edition):

Almeida, G. F. D. N. d. (2014). Enhancing and implementing a pairs trading strategy. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14650

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Almeida, Gustavo Filipe Direitinho Nunes de. “Enhancing and implementing a pairs trading strategy.” 2014. Thesis, Universidade Nova. Accessed August 22, 2019. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14650.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Almeida, Gustavo Filipe Direitinho Nunes de. “Enhancing and implementing a pairs trading strategy.” 2014. Web. 22 Aug 2019.

Vancouver:

Almeida GFDNd. Enhancing and implementing a pairs trading strategy. [Internet] [Thesis]. Universidade Nova; 2014. [cited 2019 Aug 22]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14650.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Almeida GFDNd. Enhancing and implementing a pairs trading strategy. [Thesis]. Universidade Nova; 2014. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/14650

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. LAZZARINO, MARCO. An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies.

Degree: School of Business. Discipline of Business & Administrative Studies, 2018, Trinity College Dublin

 This thesis is a collection of three distinct essays providing advice to investors in three areas of Finance. The first investigates the sensitivity of mining… (more)

Subjects/Keywords: Fama-French; Metals; Value Investing; Statistical Arbitrage

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APA (6th Edition):

LAZZARINO, M. (2018). An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies. (Thesis). Trinity College Dublin. Retrieved from http://hdl.handle.net/2262/85295

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

LAZZARINO, MARCO. “An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies.” 2018. Thesis, Trinity College Dublin. Accessed August 22, 2019. http://hdl.handle.net/2262/85295.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

LAZZARINO, MARCO. “An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies.” 2018. Web. 22 Aug 2019.

Vancouver:

LAZZARINO M. An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies. [Internet] [Thesis]. Trinity College Dublin; 2018. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/2262/85295.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

LAZZARINO M. An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies. [Thesis]. Trinity College Dublin; 2018. Available from: http://hdl.handle.net/2262/85295

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

4. Pan, Sin-you. Pairs Trading: Profitability of Different Strategies.

Degree: Master, Finance, 2014, NSYSU

 The original research was conducted by Gatev, Goetzmann, and Rouwenhorst (1999) in which they used a very simple pairs trading rule to make a profit.… (more)

Subjects/Keywords: Pairs Trading; Mean Reversion; Statistical Arbitrage; Trading Strategies; Market Neutral

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APA (6th Edition):

Pan, S. (2014). Pairs Trading: Profitability of Different Strategies. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526114-110029

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pan, Sin-you. “Pairs Trading: Profitability of Different Strategies.” 2014. Thesis, NSYSU. Accessed August 22, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526114-110029.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pan, Sin-you. “Pairs Trading: Profitability of Different Strategies.” 2014. Web. 22 Aug 2019.

Vancouver:

Pan S. Pairs Trading: Profitability of Different Strategies. [Internet] [Thesis]. NSYSU; 2014. [cited 2019 Aug 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526114-110029.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pan S. Pairs Trading: Profitability of Different Strategies. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526114-110029

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of the Western Cape

5. Meki, Brian. Examining long-run relationships of the BRICS stock market indices to identify opportunities for implementation of statistical arbitrage strategies .

Degree: 2012, University of the Western Cape

 Purpose:This research investigates the existence of long-term equilibrium relationships among the stock market indices of Brazil, Russia, India, China and South Africa (BRICS). It further… (more)

Subjects/Keywords: Cointegration; Statistical arbitrage; Pairs trading; Vector Error Correction Model (VECM)

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APA (6th Edition):

Meki, B. (2012). Examining long-run relationships of the BRICS stock market indices to identify opportunities for implementation of statistical arbitrage strategies . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/4348

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Meki, Brian. “Examining long-run relationships of the BRICS stock market indices to identify opportunities for implementation of statistical arbitrage strategies .” 2012. Thesis, University of the Western Cape. Accessed August 22, 2019. http://hdl.handle.net/11394/4348.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Meki, Brian. “Examining long-run relationships of the BRICS stock market indices to identify opportunities for implementation of statistical arbitrage strategies .” 2012. Web. 22 Aug 2019.

Vancouver:

Meki B. Examining long-run relationships of the BRICS stock market indices to identify opportunities for implementation of statistical arbitrage strategies . [Internet] [Thesis]. University of the Western Cape; 2012. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/11394/4348.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Meki B. Examining long-run relationships of the BRICS stock market indices to identify opportunities for implementation of statistical arbitrage strategies . [Thesis]. University of the Western Cape; 2012. Available from: http://hdl.handle.net/11394/4348

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Toronto

6. Rubisov, Anton. Statistical Arbitrage Using Limit Order Book Imbalance.

Degree: 2015, University of Toronto

This dissertation demonstrates that there is high revenue potential in using limit order book imbalance as a state variable in an algorithmic trading strategy. Beginning… (more)

Subjects/Keywords: dynamic programming; limit order book; statistical arbitrage; stochastic optimal control; 0508

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APA (6th Edition):

Rubisov, A. (2015). Statistical Arbitrage Using Limit Order Book Imbalance. (Masters Thesis). University of Toronto. Retrieved from http://hdl.handle.net/1807/70567

Chicago Manual of Style (16th Edition):

Rubisov, Anton. “Statistical Arbitrage Using Limit Order Book Imbalance.” 2015. Masters Thesis, University of Toronto. Accessed August 22, 2019. http://hdl.handle.net/1807/70567.

MLA Handbook (7th Edition):

Rubisov, Anton. “Statistical Arbitrage Using Limit Order Book Imbalance.” 2015. Web. 22 Aug 2019.

Vancouver:

Rubisov A. Statistical Arbitrage Using Limit Order Book Imbalance. [Internet] [Masters thesis]. University of Toronto; 2015. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/1807/70567.

Council of Science Editors:

Rubisov A. Statistical Arbitrage Using Limit Order Book Imbalance. [Masters Thesis]. University of Toronto; 2015. Available from: http://hdl.handle.net/1807/70567

7. Migliorini, Tarik Laiter. Modelos de arbitragem estatística: um estudo empírico no mercado brasileiro de ações.

Degree: Mestrado, Teoria Econômica, 2013, University of São Paulo

Este trabalho tem como intuito aplicar quatro estratégias de arbitragem estatística ao mercado acionário brasileiro no período compreendido entre 2004 e 2012. A primeira delas… (more)

Subjects/Keywords: Ações; Custo de transação; Finanças quantitativas; Investimentos; Investments; Quantitative finance; Statistical arbitrage

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Migliorini, T. L. (2013). Modelos de arbitragem estatística: um estudo empírico no mercado brasileiro de ações. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12138/tde-12082013-193753/ ;

Chicago Manual of Style (16th Edition):

Migliorini, Tarik Laiter. “Modelos de arbitragem estatística: um estudo empírico no mercado brasileiro de ações.” 2013. Masters Thesis, University of São Paulo. Accessed August 22, 2019. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-12082013-193753/ ;.

MLA Handbook (7th Edition):

Migliorini, Tarik Laiter. “Modelos de arbitragem estatística: um estudo empírico no mercado brasileiro de ações.” 2013. Web. 22 Aug 2019.

Vancouver:

Migliorini TL. Modelos de arbitragem estatística: um estudo empírico no mercado brasileiro de ações. [Internet] [Masters thesis]. University of São Paulo; 2013. [cited 2019 Aug 22]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12138/tde-12082013-193753/ ;.

Council of Science Editors:

Migliorini TL. Modelos de arbitragem estatística: um estudo empírico no mercado brasileiro de ações. [Masters Thesis]. University of São Paulo; 2013. Available from: http://www.teses.usp.br/teses/disponiveis/12/12138/tde-12082013-193753/ ;


NSYSU

8. Kan, Yi-Li. The Application of 75 Rule in Stock Index Trading Strategies.

Degree: Master, Finance, 2012, NSYSU

 Stationarity is an essential property to portfolio return in the past statistical arbitrage strategy, this article uses Neo-75 rule, momentum effect, properties as independent and… (more)

Subjects/Keywords: weak form of efficient market; momentum effect; 75 rule; stationarity; statistical arbitrage

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APA (6th Edition):

Kan, Y. (2012). The Application of 75 Rule in Stock Index Trading Strategies. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623112-165852

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kan, Yi-Li. “The Application of 75 Rule in Stock Index Trading Strategies.” 2012. Thesis, NSYSU. Accessed August 22, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623112-165852.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kan, Yi-Li. “The Application of 75 Rule in Stock Index Trading Strategies.” 2012. Web. 22 Aug 2019.

Vancouver:

Kan Y. The Application of 75 Rule in Stock Index Trading Strategies. [Internet] [Thesis]. NSYSU; 2012. [cited 2019 Aug 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623112-165852.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kan Y. The Application of 75 Rule in Stock Index Trading Strategies. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623112-165852

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Manchester

9. Kharrat, Tarak. A Journey Across Football Modelling with Application to Algorithmic Trading.

Degree: 2016, University of Manchester

In this thesis we study the problem of forecasting the final score of a footballmatch before the game kicks off (pre-match) and show how the… (more)

Subjects/Keywords: Algorithmic Trading, Football models, Betting, Weibull, counting process; statistical arbitrage, Kelly betting

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kharrat, T. (2016). A Journey Across Football Modelling with Application to Algorithmic Trading. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:301066

Chicago Manual of Style (16th Edition):

Kharrat, Tarak. “A Journey Across Football Modelling with Application to Algorithmic Trading.” 2016. Doctoral Dissertation, University of Manchester. Accessed August 22, 2019. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:301066.

MLA Handbook (7th Edition):

Kharrat, Tarak. “A Journey Across Football Modelling with Application to Algorithmic Trading.” 2016. Web. 22 Aug 2019.

Vancouver:

Kharrat T. A Journey Across Football Modelling with Application to Algorithmic Trading. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2019 Aug 22]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:301066.

Council of Science Editors:

Kharrat T. A Journey Across Football Modelling with Application to Algorithmic Trading. [Doctoral Dissertation]. University of Manchester; 2016. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:301066


University of Manchester

10. Kharrat, Tarak. A journey across football modelling with application to algorithmic trading.

Degree: PhD, 2016, University of Manchester

 In this thesis we study the problem of forecasting the final score of a football match before the game kicks off (pre-match) and show how… (more)

Subjects/Keywords: 796.33; statistical arbitrage; Kelly betting; Algorithmic Trading; Football models; Betting; Weibull counting process

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APA (6th Edition):

Kharrat, T. (2016). A journey across football modelling with application to algorithmic trading. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/a-journey-across-football-modelling-with-application-to-algorithmic-trading(e57619b6-8f41-4cdb-878f-4f0c23f7e165).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.728134

Chicago Manual of Style (16th Edition):

Kharrat, Tarak. “A journey across football modelling with application to algorithmic trading.” 2016. Doctoral Dissertation, University of Manchester. Accessed August 22, 2019. https://www.research.manchester.ac.uk/portal/en/theses/a-journey-across-football-modelling-with-application-to-algorithmic-trading(e57619b6-8f41-4cdb-878f-4f0c23f7e165).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.728134.

MLA Handbook (7th Edition):

Kharrat, Tarak. “A journey across football modelling with application to algorithmic trading.” 2016. Web. 22 Aug 2019.

Vancouver:

Kharrat T. A journey across football modelling with application to algorithmic trading. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2019 Aug 22]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/a-journey-across-football-modelling-with-application-to-algorithmic-trading(e57619b6-8f41-4cdb-878f-4f0c23f7e165).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.728134.

Council of Science Editors:

Kharrat T. A journey across football modelling with application to algorithmic trading. [Doctoral Dissertation]. University of Manchester; 2016. Available from: https://www.research.manchester.ac.uk/portal/en/theses/a-journey-across-football-modelling-with-application-to-algorithmic-trading(e57619b6-8f41-4cdb-878f-4f0c23f7e165).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.728134


Uppsala University

11. Olsson, Mikael Jurvelin. Pairs Trading, Cryptocurrencies and Cointegration : A Performance Comparison of Pairs Trading Portfolios of Cryptocurrencies Formed Through the Augmented Dickey Fuller Test, Johansen’s Test and Phillips Perron’s Test.

Degree: Statistics, 2019, Uppsala University

  This thesis analyzes the performance and process of constructing portfolios of cryptocurrency pairs based on cointegrated relationships indicated by the Augmented Dickey-Fuller test, Johansen’s… (more)

Subjects/Keywords: Cointegration; Statistical arbitrage; Cryptocurrency; Pairs trading; Algorithmic trading; Probability Theory and Statistics; Sannolikhetsteori och statistik

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APA (6th Edition):

Olsson, M. J. (2019). Pairs Trading, Cryptocurrencies and Cointegration : A Performance Comparison of Pairs Trading Portfolios of Cryptocurrencies Formed Through the Augmented Dickey Fuller Test, Johansen’s Test and Phillips Perron’s Test. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385484

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Olsson, Mikael Jurvelin. “Pairs Trading, Cryptocurrencies and Cointegration : A Performance Comparison of Pairs Trading Portfolios of Cryptocurrencies Formed Through the Augmented Dickey Fuller Test, Johansen’s Test and Phillips Perron’s Test.” 2019. Thesis, Uppsala University. Accessed August 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385484.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Olsson, Mikael Jurvelin. “Pairs Trading, Cryptocurrencies and Cointegration : A Performance Comparison of Pairs Trading Portfolios of Cryptocurrencies Formed Through the Augmented Dickey Fuller Test, Johansen’s Test and Phillips Perron’s Test.” 2019. Web. 22 Aug 2019.

Vancouver:

Olsson MJ. Pairs Trading, Cryptocurrencies and Cointegration : A Performance Comparison of Pairs Trading Portfolios of Cryptocurrencies Formed Through the Augmented Dickey Fuller Test, Johansen’s Test and Phillips Perron’s Test. [Internet] [Thesis]. Uppsala University; 2019. [cited 2019 Aug 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385484.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Olsson MJ. Pairs Trading, Cryptocurrencies and Cointegration : A Performance Comparison of Pairs Trading Portfolios of Cryptocurrencies Formed Through the Augmented Dickey Fuller Test, Johansen’s Test and Phillips Perron’s Test. [Thesis]. Uppsala University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385484

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

12. park, Seoungbyung. Factor Based Statistical Arbitrage in the U.S. Equity Market with a Model Breakdown Detection Process.

Degree: 2017, Marquette University

 Many researchers have studied different strategies of statistical arbitrage to provide a steady stream of returns that are unrelated to the market condition. Among different… (more)

Subjects/Keywords: equity factor model; Markov; pairs trading; PCA; Statistical Arbitrage; trading strategy; Finance and Financial Management; Statistical Models

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APA (6th Edition):

park, S. (2017). Factor Based Statistical Arbitrage in the U.S. Equity Market with a Model Breakdown Detection Process. (Thesis). Marquette University. Retrieved from https://epublications.marquette.edu/theses_open/419

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

park, Seoungbyung. “Factor Based Statistical Arbitrage in the U.S. Equity Market with a Model Breakdown Detection Process.” 2017. Thesis, Marquette University. Accessed August 22, 2019. https://epublications.marquette.edu/theses_open/419.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

park, Seoungbyung. “Factor Based Statistical Arbitrage in the U.S. Equity Market with a Model Breakdown Detection Process.” 2017. Web. 22 Aug 2019.

Vancouver:

park S. Factor Based Statistical Arbitrage in the U.S. Equity Market with a Model Breakdown Detection Process. [Internet] [Thesis]. Marquette University; 2017. [cited 2019 Aug 22]. Available from: https://epublications.marquette.edu/theses_open/419.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

park S. Factor Based Statistical Arbitrage in the U.S. Equity Market with a Model Breakdown Detection Process. [Thesis]. Marquette University; 2017. Available from: https://epublications.marquette.edu/theses_open/419

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

13. Xu, Han. High Frequency Statistical Arbitrage with Kalman Filter and Markov Chain Monte Carlo.

Degree: 2017, University of Waterloo

Statistical arbitrage, or sometimes called pairs trading, is an investment strategy which exploits the historical price relationships between two or several assets and profits from… (more)

Subjects/Keywords: High frequency trading; statistical arbitrage; future market

…which essentially separates statistical arbitrage from pure arbitrage. In pure arbitrage, the… …strategy which relies much on execution speed of the trading system. Statistical arbitrage, on… …work on the matter of statistical arbitrage and use mathematical formulation to get rid of… …true value of an asset is extremely hard. The idea behind statistical arbitrage is to use… …we will discuss some preliminary materials for statistical arbitrage, including some widely… 

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APA (6th Edition):

Xu, H. (2017). High Frequency Statistical Arbitrage with Kalman Filter and Markov Chain Monte Carlo. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/12793

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Xu, Han. “High Frequency Statistical Arbitrage with Kalman Filter and Markov Chain Monte Carlo.” 2017. Thesis, University of Waterloo. Accessed August 22, 2019. http://hdl.handle.net/10012/12793.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Xu, Han. “High Frequency Statistical Arbitrage with Kalman Filter and Markov Chain Monte Carlo.” 2017. Web. 22 Aug 2019.

Vancouver:

Xu H. High Frequency Statistical Arbitrage with Kalman Filter and Markov Chain Monte Carlo. [Internet] [Thesis]. University of Waterloo; 2017. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10012/12793.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Xu H. High Frequency Statistical Arbitrage with Kalman Filter and Markov Chain Monte Carlo. [Thesis]. University of Waterloo; 2017. Available from: http://hdl.handle.net/10012/12793

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Mavrakis, Emmanouil. Ιmplications of changes in market performance on the implementation of statistical arbitrage strategies: evidence on closed-end funds and equities.

Degree: 2010, National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ)

This dissertation includes five standalone chapters of empirical research.Aim of this dissertation is to contribute in the relevant literature investigating the potential for the implementation… (more)

Subjects/Keywords: Στατιστική Εξισορροπητική Κερδοσκοπία; Διαπραγμάτευση Αξιών σε Ζεύγη; Συνολοκλήρωση; Αποτελεσματικές Αγορές; Statistical Arbitrage; Pairs Trading; Cointegration; Market efficiency

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APA (6th Edition):

Mavrakis, E. (2010). Ιmplications of changes in market performance on the implementation of statistical arbitrage strategies: evidence on closed-end funds and equities. (Thesis). National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ). Retrieved from http://hdl.handle.net/10442/hedi/44428

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mavrakis, Emmanouil. “Ιmplications of changes in market performance on the implementation of statistical arbitrage strategies: evidence on closed-end funds and equities.” 2010. Thesis, National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ). Accessed August 22, 2019. http://hdl.handle.net/10442/hedi/44428.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mavrakis, Emmanouil. “Ιmplications of changes in market performance on the implementation of statistical arbitrage strategies: evidence on closed-end funds and equities.” 2010. Web. 22 Aug 2019.

Vancouver:

Mavrakis E. Ιmplications of changes in market performance on the implementation of statistical arbitrage strategies: evidence on closed-end funds and equities. [Internet] [Thesis]. National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ); 2010. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10442/hedi/44428.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mavrakis E. Ιmplications of changes in market performance on the implementation of statistical arbitrage strategies: evidence on closed-end funds and equities. [Thesis]. National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ); 2010. Available from: http://hdl.handle.net/10442/hedi/44428

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Central Florida

15. Park, Yonggi. Hjb Equation And Statistical Arbitrage Applied To High Frequency Trading.

Degree: 2013, University of Central Florida

 In this thesis we investigate some properties of market making and statistical arbitrage applied to High Frequency Trading (HFT). Using the Hamilton-Jacobi-Bellman(HJB) model developed by… (more)

Subjects/Keywords: Market making; statistical arbitrage; high frequency trading; hjb equation; Mathematics; Dissertations, Academic  – Sciences, Sciences  – Dissertations, Academic

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APA (6th Edition):

Park, Y. (2013). Hjb Equation And Statistical Arbitrage Applied To High Frequency Trading. (Masters Thesis). University of Central Florida. Retrieved from https://stars.library.ucf.edu/etd/2674

Chicago Manual of Style (16th Edition):

Park, Yonggi. “Hjb Equation And Statistical Arbitrage Applied To High Frequency Trading.” 2013. Masters Thesis, University of Central Florida. Accessed August 22, 2019. https://stars.library.ucf.edu/etd/2674.

MLA Handbook (7th Edition):

Park, Yonggi. “Hjb Equation And Statistical Arbitrage Applied To High Frequency Trading.” 2013. Web. 22 Aug 2019.

Vancouver:

Park Y. Hjb Equation And Statistical Arbitrage Applied To High Frequency Trading. [Internet] [Masters thesis]. University of Central Florida; 2013. [cited 2019 Aug 22]. Available from: https://stars.library.ucf.edu/etd/2674.

Council of Science Editors:

Park Y. Hjb Equation And Statistical Arbitrage Applied To High Frequency Trading. [Masters Thesis]. University of Central Florida; 2013. Available from: https://stars.library.ucf.edu/etd/2674


Brno University of Technology

16. Novák, Vlastimil. Statistické charakteristiky obchodních dat finančního trhu .

Degree: 2012, Brno University of Technology

 Cílem diplomové práce je seznámení s finančními deriváty a principy obchodování na finančních trzích. Popisujeme způsoby hledání arbitrážních příležitostí pomocí statistických ukazatelů a statistických charakteristik,… (more)

Subjects/Keywords: Devizový trh; arbitráž; spekulace; kniha objednávek; technická analýza; statistické charakteristiky; Foreign exchange market; arbitrage; speculation; order book; technical analysis; statistical characteristics

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APA (6th Edition):

Novák, V. (2012). Statistické charakteristiky obchodních dat finančního trhu . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/53609

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Novák, Vlastimil. “Statistické charakteristiky obchodních dat finančního trhu .” 2012. Thesis, Brno University of Technology. Accessed August 22, 2019. http://hdl.handle.net/11012/53609.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Novák, Vlastimil. “Statistické charakteristiky obchodních dat finančního trhu .” 2012. Web. 22 Aug 2019.

Vancouver:

Novák V. Statistické charakteristiky obchodních dat finančního trhu . [Internet] [Thesis]. Brno University of Technology; 2012. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/11012/53609.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Novák V. Statistické charakteristiky obchodních dat finančního trhu . [Thesis]. Brno University of Technology; 2012. Available from: http://hdl.handle.net/11012/53609

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

17. Fereres, Yohan. Stratégies d’arbitrage systématique multi-classes d'actifs et utilisation de données hétérogènes : Systematic multi-assets arbitrage strategies and use of heterogeneous data.

Degree: Docteur es, Sciences de Gestion, 2013, Université Paris-Est

Les marchés financiers évoluent plus ou moins rapidement et fortement au gré des différents types d’information diffusés au cours des périodes d’étude. Dans ce contexte,… (more)

Subjects/Keywords: Arbitrage statistique; Gestion de Portefeuille et stratégie de Trading; Sentiments économiques et financiers; Théorie du signal; Statistical arbitrage framework; Portfolio Management and trading strategies; Economical and other market information surveys; Signal theory

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APA (6th Edition):

Fereres, Y. (2013). Stratégies d’arbitrage systématique multi-classes d'actifs et utilisation de données hétérogènes : Systematic multi-assets arbitrage strategies and use of heterogeneous data. (Doctoral Dissertation). Université Paris-Est. Retrieved from http://www.theses.fr/2013PEST0075

Chicago Manual of Style (16th Edition):

Fereres, Yohan. “Stratégies d’arbitrage systématique multi-classes d'actifs et utilisation de données hétérogènes : Systematic multi-assets arbitrage strategies and use of heterogeneous data.” 2013. Doctoral Dissertation, Université Paris-Est. Accessed August 22, 2019. http://www.theses.fr/2013PEST0075.

MLA Handbook (7th Edition):

Fereres, Yohan. “Stratégies d’arbitrage systématique multi-classes d'actifs et utilisation de données hétérogènes : Systematic multi-assets arbitrage strategies and use of heterogeneous data.” 2013. Web. 22 Aug 2019.

Vancouver:

Fereres Y. Stratégies d’arbitrage systématique multi-classes d'actifs et utilisation de données hétérogènes : Systematic multi-assets arbitrage strategies and use of heterogeneous data. [Internet] [Doctoral dissertation]. Université Paris-Est; 2013. [cited 2019 Aug 22]. Available from: http://www.theses.fr/2013PEST0075.

Council of Science Editors:

Fereres Y. Stratégies d’arbitrage systématique multi-classes d'actifs et utilisation de données hétérogènes : Systematic multi-assets arbitrage strategies and use of heterogeneous data. [Doctoral Dissertation]. Université Paris-Est; 2013. Available from: http://www.theses.fr/2013PEST0075


Universidade do Rio Grande do Sul

18. Silva, Fernando Augusto Boeira Sabino da. Ensaios em cópulas e finanças empíricas.

Degree: 2017, Universidade do Rio Grande do Sul

Nesta tese discutimos abordagens que utilizam cópulas para descrever dependências entre instrumentos nanceiros e avaliamos a performance destes métodos. Muitas crises nanceiras aconteceram desde o… (more)

Subjects/Keywords: Asset Allocation; Finanças; Volatilidade; Copula; Crise financeira; WCVaR; Gerenciamento de riscos; Statistical Arbitrage; Stationary Bootstrap; S&P500; Risk Management; Realized; Measures; Portfolio Selection; High-Frequency; Distance

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Silva, F. A. B. S. d. (2017). Ensaios em cópulas e finanças empíricas. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/172478

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Silva, Fernando Augusto Boeira Sabino da. “Ensaios em cópulas e finanças empíricas.” 2017. Thesis, Universidade do Rio Grande do Sul. Accessed August 22, 2019. http://hdl.handle.net/10183/172478.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Silva, Fernando Augusto Boeira Sabino da. “Ensaios em cópulas e finanças empíricas.” 2017. Web. 22 Aug 2019.

Vancouver:

Silva FABSd. Ensaios em cópulas e finanças empíricas. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2017. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10183/172478.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Silva FABSd. Ensaios em cópulas e finanças empíricas. [Thesis]. Universidade do Rio Grande do Sul; 2017. Available from: http://hdl.handle.net/10183/172478

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidad del Rosario

19. Gomez, Diego Alejandro. Modelación estocástica y trading algorítmico del spread entre acciones mediante procesos de reversión a la media.

Degree: 2014, Universidad del Rosario

Las estrategias de inversión pairs trading se basan en desviaciones del precio entre pares de acciones correlacionadas y han sido ampliamente implementadas por fondos de… (more)

Subjects/Keywords: Pairs trading algorítmico, arbitraje estadístico, filtro de Kalman, reversión a la media.; 332.6; Finanzas; Estadística cuantitativa; Matemática estadística; Procesos estocásticos; Algoritmic pairs trading, statistical arbitrage, Kalman filter, mean reversion.

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APA (6th Edition):

Gomez, D. A. (2014). Modelación estocástica y trading algorítmico del spread entre acciones mediante procesos de reversión a la media. (Thesis). Universidad del Rosario. Retrieved from http://repository.urosario.edu.co/handle/10336/8905

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gomez, Diego Alejandro. “Modelación estocástica y trading algorítmico del spread entre acciones mediante procesos de reversión a la media.” 2014. Thesis, Universidad del Rosario. Accessed August 22, 2019. http://repository.urosario.edu.co/handle/10336/8905.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gomez, Diego Alejandro. “Modelación estocástica y trading algorítmico del spread entre acciones mediante procesos de reversión a la media.” 2014. Web. 22 Aug 2019.

Vancouver:

Gomez DA. Modelación estocástica y trading algorítmico del spread entre acciones mediante procesos de reversión a la media. [Internet] [Thesis]. Universidad del Rosario; 2014. [cited 2019 Aug 22]. Available from: http://repository.urosario.edu.co/handle/10336/8905.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gomez DA. Modelación estocástica y trading algorítmico del spread entre acciones mediante procesos de reversión a la media. [Thesis]. Universidad del Rosario; 2014. Available from: http://repository.urosario.edu.co/handle/10336/8905

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Technical University of Lisbon

20. Branco, Francisco Barros e Carvalhosa de Castelo. Pairs trading performance and implications applied to the portuguese market.

Degree: 2012, Technical University of Lisbon

Mestrado em Finanças

Pairs Trading é uma estratégia de arbitragem estatística que ganhou popularidade em Wall Street, em meados da década de 1980. Tal conceito… (more)

Subjects/Keywords: pairs trading; arbitragem estatística; estratégia quantitativa; eficiência de mercado; cointegração; mercado accionista Português; statistical arbitrage; quantitative strategy; market efficiency; cointegration; Portuguese stock market

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APA (6th Edition):

Branco, F. B. e. C. d. C. (2012). Pairs trading performance and implications applied to the portuguese market. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10835

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Branco, Francisco Barros e Carvalhosa de Castelo. “Pairs trading performance and implications applied to the portuguese market.” 2012. Thesis, Technical University of Lisbon. Accessed August 22, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10835.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Branco, Francisco Barros e Carvalhosa de Castelo. “Pairs trading performance and implications applied to the portuguese market.” 2012. Web. 22 Aug 2019.

Vancouver:

Branco FBeCdC. Pairs trading performance and implications applied to the portuguese market. [Internet] [Thesis]. Technical University of Lisbon; 2012. [cited 2019 Aug 22]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10835.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Branco FBeCdC. Pairs trading performance and implications applied to the portuguese market. [Thesis]. Technical University of Lisbon; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10835

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

21. Langer, Roman. Statistická analýza vysokofrekvenčních časových řad finančních trhů .

Degree: 2011, Brno University of Technology

 Cílem této diplomové práce je analýza finančních dat při zaměření se především na vyhledávaní neefektivit na trhu, které mohou vést ke kapitalizaci nalezených anomálií. Data… (more)

Subjects/Keywords: Analýza; forex; vysokofrekvenční časová řada; štatistická arbitráž; finančný trh; dáta; obchod; distribúcia; frekvencia; ponuka; dopyt; rozpätie; charakteristiky; Analysis; forex; high - frequency time series; statistical arbitrage; financial market; data; trade; distribution; frequency; bid; ask; spread; characteristics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Langer, R. (2011). Statistická analýza vysokofrekvenčních časových řad finančních trhů . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/54143

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Langer, Roman. “Statistická analýza vysokofrekvenčních časových řad finančních trhů .” 2011. Thesis, Brno University of Technology. Accessed August 22, 2019. http://hdl.handle.net/11012/54143.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Langer, Roman. “Statistická analýza vysokofrekvenčních časových řad finančních trhů .” 2011. Web. 22 Aug 2019.

Vancouver:

Langer R. Statistická analýza vysokofrekvenčních časových řad finančních trhů . [Internet] [Thesis]. Brno University of Technology; 2011. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/11012/54143.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Langer R. Statistická analýza vysokofrekvenčních časových řad finančních trhů . [Thesis]. Brno University of Technology; 2011. Available from: http://hdl.handle.net/11012/54143

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. Αθανασιάδης, Αντώνιος. Στοχαστικά χρηματοοικονομικά υποδείγματα λήψης επενδυτικών αποφάσεων.

Degree: 2011, University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών

The present thesis deals with the explanatory power and accuracy of the assumptions underlying the main pricing models of Neoclassical Finance. The main aspects of… (more)

Subjects/Keywords: Θεωρία αποτίμησης κεφαλαιουχικών στοιχείων; Υπόδειγμα αποτίμησης κεφαλαιουχικών στοιχείων; Έλεγχος του λόγου μεγίστης πιθανοφάνειας; Στατιστικές ιδιότητες μικρού και μεγάλου δείγματος; Θεωρία τιμολόγησης εξισορροπητικής κερδοσκοπίας; Συμπεριφορική χρηματοοικονομική; Φαινόμενο της υπεραντίδρασης; Φαινομενικά ασυσχέτιστα υποδείγματα παλινδρόμησης; Capital assets pricing theory; Capital asset pricing model; Likelihood ratio test; Small-large sample statistical properties; Arbitrage pricing theory; Behavioural finance; Overreaction phenomenon; Seemingly unrelated regression models

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APA (6th Edition):

Αθανασιάδης, . . (2011). Στοχαστικά χρηματοοικονομικά υποδείγματα λήψης επενδυτικών αποφάσεων. (Thesis). University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών. Retrieved from http://hdl.handle.net/10442/hedi/28764

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Αθανασιάδης, Αντώνιος. “Στοχαστικά χρηματοοικονομικά υποδείγματα λήψης επενδυτικών αποφάσεων.” 2011. Thesis, University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών. Accessed August 22, 2019. http://hdl.handle.net/10442/hedi/28764.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Αθανασιάδης, Αντώνιος. “Στοχαστικά χρηματοοικονομικά υποδείγματα λήψης επενδυτικών αποφάσεων.” 2011. Web. 22 Aug 2019.

Vancouver:

Αθανασιάδης . Στοχαστικά χρηματοοικονομικά υποδείγματα λήψης επενδυτικών αποφάσεων. [Internet] [Thesis]. University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών; 2011. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10442/hedi/28764.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Αθανασιάδης . Στοχαστικά χρηματοοικονομικά υποδείγματα λήψης επενδυτικών αποφάσεων. [Thesis]. University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών; 2011. Available from: http://hdl.handle.net/10442/hedi/28764

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

23. Caldas, Bruno Breyer. Ensaios em macrofinanças e economia regional.

Degree: 2016, Universidade do Rio Grande do Sul

Esta tese é composta por três ensaios relacionados a macrofinanças e economia regional. O primeiro artigo analisa a lucratividade de portfólios de pairs trading auto-financiados… (more)

Subjects/Keywords: Economia regional; Statistical arbitrage; Política monetária; Pairs trading; Monetary policy; Safra; Inflationg targeting; Soja; Inflação; Input-output matrix; Crop failure; Rio Grande do Sul; Brasil

…Keywords: Statistical Arbitrage. Pairs Trading. Cointegration. Sum Square Deviation JEL… …statistical arbitrage, have been used by investment banks and hedge funds for several years (… …statistical arbitrage strategy, since it consists of a portfolio of only two assets. In this… …the term statistical arbitrage includes investment strategies that have certain… …trading, especially statistical arbitrage strategies, depends heavily on the modeling and… 

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APA (6th Edition):

Caldas, B. B. (2016). Ensaios em macrofinanças e economia regional. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/147394

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Caldas, Bruno Breyer. “Ensaios em macrofinanças e economia regional.” 2016. Thesis, Universidade do Rio Grande do Sul. Accessed August 22, 2019. http://hdl.handle.net/10183/147394.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Caldas, Bruno Breyer. “Ensaios em macrofinanças e economia regional.” 2016. Web. 22 Aug 2019.

Vancouver:

Caldas BB. Ensaios em macrofinanças e economia regional. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2016. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10183/147394.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Caldas BB. Ensaios em macrofinanças e economia regional. [Thesis]. Universidade do Rio Grande do Sul; 2016. Available from: http://hdl.handle.net/10183/147394

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.