Yazar "Şener, E." için Fakülteler listeleme
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Investigation of stochastic pairs trading strategies under different volatility regimes
Baronyan, S.R.; Boduroğlu, İ. İlkay; Şener, E. (2010)We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use ...