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Revista Brasileira de Finanças
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Revista Brasileira de Finanças
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Vol: 15 Núm: 4 Par: 0 (2017)
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Artículo
ARTÍCULO
TITULO
A VECM Approach of Statistical Arbitrage
Paula Andrea Soto
Juan Carlos Ruilova Teran
Resumen
No disponible
Palabras claves
Statistical arbitrage
-
Cointegration
-
PCA
-
VECM
Acceso
PÁGINAS
pp. 537 - 568
NÚMERO
Volumen: 15 Número: 4 Parte: 0 (2017)
MATERIAS
ECONOMÍA
REVISTAS SIMILARES
Economics Development Analysis Journal
Journal of Economic and Financial Sciences (JEF)
Journal of Economics and Political Economy
DOI
http://dx.doi.org/10.12660/rbfin.v15n4.2017.65761
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