"Pairs Trading via Nonlinear Autoregressive GARCH Models."

Benchawanaree Chodchuangnirun, Kongliang Zhu, Woraphon Yamaka (2018)

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DOI: 10.1007/978-3-319-75429-1_23

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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Benchawanaree Chodchuangnirun, Kongliang Zhu, Woraphon Yamaka:
Pairs Trading via Nonlinear Autoregressive GARCH Models. IUKM 2018: 276-288

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