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College of Liberal Arts / 文學院
Foreign Languages and Literatures / 外國語文學系
Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500
Details
Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500
Journal
International Review of Economics & Finance
Journal Volume
43
Pages
139-150
Date Issued
2016
Author(s)
Yang, Jen-Wei
Tsai, Shu-Yu
Shyu, So-De
CHIA-CHIEN CHANG
DOI
10.1016/j.iref.2015.10.036
URI
https://scholars.lib.ntu.edu.tw/handle/123456789/471385
Type
journal article
