Redirigiendo al acceso original de articulo en 15 segundos...
ARTÍCULO
TITULO

Pairs Trading to the Commodities Futures Market Using Cointegration Method

Cüneyt Ungever    

Resumen

No disponible

 Artículos similares

       
 
Yolanda Stander,Daniël Marais,Ilse Botha    
AbstractA new approach is proposed to identify trading opportunities in the equity market by using the information contained in the bivariate dependence structure of two equities. The relationships between the equity pairs are modelled with bivariate cop... ver más