Matthew Clegg

Independent

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On the Persistence of Cointegration in Pairs Trading

Number of pages: 25 Posted: 05 Sep 2014

Matthew Clegg

Independent

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Modeling Time Series with Both Permanent and Transient Components Using the Partially Autoregressive Model

Number of pages: 35 Posted: 30 Jan 2015

Matthew Clegg

Independent

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Matthew Clegg

Independent

2

Top 34,200

3,240

6

Scholarly Papers (2)

On the Persistence of Cointegration in Pairs Trading

Abstract:

Modeling Time Series with Both Permanent and Transient Components Using the Partially Autoregressive Model

Abstract: