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 paperProfessional

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

    Publication series

    NameTI Discussion Paper
    No.14-39/III

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