Saeed Beyty

University of Tehran

Amirabad e shomali, kuye daneshgah e Tehran

Tehran, UT Tehran 5433174616

Iran

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Scholarly Papers (1)

1.

Pairs Trading Using Fractional Cointegration Approach and Its Comparison with Cointegration Approach

Number of pages: 15 Posted: 05 Jun 2015
Maastricht University - Department of Finance, University of Tehran, University of Queensland Business School and University of Tehran
Downloads 813 (37,889)

Abstract:

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Pairs Trading, Fractional Cointegration, Fractional Vector Error Correction Model, Mean Reversion