Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500 - Concepedia

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Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500

21

Citations

14

References

2015

Year

Jen-Wei Yang, Shu-Yu Tsai, So‐De Shyu, Chia‐Chien Chang

International Review of Economics & Finance

Market MicrostructureEconomicsRegime Switching-evidenceFinancial EconomicsAsset PricingHigh-frequency TradingMarket TrendStochastic Spread ModelBusinessEconomic AnalysisPairs TradingTrading ModelFinance

References

	Year	Citations

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