Department of Economics and Business Economics

GARCH(1,1) at small sample size and pairs trading with cointegration

Research output: Book/anthology/dissertation/reportPh.D. thesis


  • Wei Ruen Leong
Original languageEnglish
Place of publicationAarhus
PublisherInstitut for Økonomi, Aarhus Universitet
Number of pages125
ISBN (Print)9788793195837
Publication statusPublished - 2 Jan 2019
SeriesECON PhD Dissertations

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