Matthew Clegg

Independent

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SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

On the Persistence of Cointegration in Pairs Trading

Number of pages: 25 Posted: 05 Sep 2014

Matthew Clegg

Independent

Downloads 1,463 (11,987)

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2.

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

Downloads 337 (88,190)

Citation 2

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