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Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique

Journal Article


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Abstract


Publication Date


  • 2010

Citation


  • Puspaningrum, H., Lin, Y. & Gulati, C. M. (2010). Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique. Journal of Statistical Theory and Practice, 4 (3), 391-419.

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=1040&context=cssmwp

Ro Metadata Url


  • http://ro.uow.edu.au/cssmwp/41

Number Of Pages


  • 28

Start Page


  • 391

End Page


  • 419

Volume


  • 4

Issue


  • 3

Abstract


Publication Date


  • 2010

Citation


  • Puspaningrum, H., Lin, Y. & Gulati, C. M. (2010). Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique. Journal of Statistical Theory and Practice, 4 (3), 391-419.

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=1040&context=cssmwp

Ro Metadata Url


  • http://ro.uow.edu.au/cssmwp/41

Number Of Pages


  • 28

Start Page


  • 391

End Page


  • 419

Volume


  • 4

Issue


  • 3