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

Research output: Book/anthology/dissertation/report › Ph.D. thesis › Research

Original language	English

Place of publication	Aarhus
Publisher	Institut for Økonomi, Aarhus Universitet
Number of pages	125
ISBN (Print)	9788793195837
Publication status	Published - 2 Jan 2019

Series	ECON PhD Dissertations
Number	2019-1

No data available

ID: 140093266

Department of Economics and Business Economics