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Search Results for: Engle-Granger 2-step Cointegration Approach

Results: 0-2 of 2

Which Pairs of Stocks should we Trade? Selection of Pairs for Statistical Arbitrage and Pairs Trading in Karachi Stock Exchange

Journal:The Pakistan Development Review, 2015, Volume 54, Issue No 3

Author(s): Laila Taskeen Qazi, Atta Ur Rahman, Saleem Gul

Keyword(s): Pairs Trading, Statistical Arbitrage, Engle-Granger 2-step Cointegration Approach, VECM

Which Pairs of Stocks should we Trade? Selection of Pairs for Statistical Arbitrage and Pairs Trading in Karachi Stock Exchange

Journal:The Pakistan Development Review, 2015, Volume 54, Issue No 3

Author(s): Laila Taskeen Qazi, Atta Ur Rahman, Saleem Gul

Keyword(s): Pairs Trading, Statistical Arbitrage, Engle-Granger 2-step Cointegration Approach, VECM

Results: 0-2 of 2

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SOCIAL AND CULTURAL STUDIES
ENGINEERING AND TECHNOLOGY

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