Directory of Open Source for Quantitative Finance and Trading
Username: Password: Not registered?
Job Seekers
    View Jobs    
 My Resumes 
Jobs By Location
New York
Chicago
London
Tokyo
Singapore
Canada
Australia
India
Jobs by Programming
Java
C# .NET
Matlab
C++
Database
Excel
Jobs by Role
Analyst
Developer
Structurer
Junior Quant
Senior Quant
Strategist
Rich Quant
Jobs by Sector
Hedge Fund
Credit Derivatives
Mortgage
Trading
Equity Derivates
Front Office
Fixed Income
Subscribe to RSS Feeds
Latest Jobs
Latest Code
Latest Papers
 
Quick Search:    (AJAX based: No need to press button)
   Post Job   

Home : 

A New Approach to Modeling and Estimation for Pairs Trading

Rate it... Rating Saved!
Description:
by Binh Do
Robert Faff
Kais Hamza


Discuss this paper
Submitter: vanna
Publisher: Not Specified
Updated On: Tue, 01-Feb-2011
ICRA: RP - Rating Pending
linked: 1542 times

Rating:    (1 Vote)
 
Rate Resource | Report Broken | Recommend | Comments (0)
Similar Links:
Pairs Trading and Accounting Information (Paper)
Pairs Trading: A Cointegration Approach (Paper)
An approximation of one factor interest rate models by Markov Chains. (Paper)
Pairs Trading: A Professional Approach (Paper)
Pair Trading Application (Forum)
Subscribe to RSS or daily email updates of latest quantitative finance Papers listings
Email address :
Copyright © 2011 QuantCode Inc. All rights reserved.