Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices

L. Gatarek, L.F. Hoogerheide, H.K. van Dijk

Research output: Working paper / PreprintWorking paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages39
Publication statusPublished - 2014

Publication series

NameTI Discussion Paper

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