Pairs trading: performance of a relative value arbitrage rule
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
1999
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
7032 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 33 S. graph. Darst. |
Internformat
MARC
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| 264 | 1 | |a Cambridge, Mass. |c 1999 | |
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| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 7032 | |
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| 651 | 4 | |a USA | |
| 700 | 1 | |a Goetzmann, William N. |d 1956- |e Verfasser |0 (DE-588)124733972 |4 aut | |
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Datensatz im Suchindex
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| geographic | USA |
| geographic_facet | USA |
| id | DE-604.BV012684245 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:31:53Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008621261 |
| oclc_num | 41537812 |
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| physical | 33 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Gatev, Evan G. Verfasser aut Pairs trading performance of a relative value arbitrage rule Evan G. Gatev ; William N. Goetzmann ; K. Geert Rouwenhorst Cambridge, Mass. 1999 33 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7032 Actions de société - Prix - États-Unis - Modèles économétriques ram Arbitrage (bourse) - États-Unis - Modèles économétriques ram Ökonometrisches Modell Arbitrage United States Econometric models Stocks Prices United States Econometric models USA Goetzmann, William N. 1956- Verfasser (DE-588)124733972 aut Rouwenhorst, K. Geert Verfasser aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7032 (DE-604)BV002801238 7032 http://papers.nber.org/papers/w7032.pdf kostenfrei Volltext |
| spellingShingle | Gatev, Evan G. Goetzmann, William N. 1956- Rouwenhorst, K. Geert Pairs trading performance of a relative value arbitrage rule National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Actions de société - Prix - États-Unis - Modèles économétriques ram Arbitrage (bourse) - États-Unis - Modèles économétriques ram Ökonometrisches Modell Arbitrage United States Econometric models Stocks Prices United States Econometric models |
| title | Pairs trading performance of a relative value arbitrage rule |
| title_auth | Pairs trading performance of a relative value arbitrage rule |
| title_exact_search | Pairs trading performance of a relative value arbitrage rule |
| title_full | Pairs trading performance of a relative value arbitrage rule Evan G. Gatev ; William N. Goetzmann ; K. Geert Rouwenhorst |
| title_fullStr | Pairs trading performance of a relative value arbitrage rule Evan G. Gatev ; William N. Goetzmann ; K. Geert Rouwenhorst |
| title_full_unstemmed | Pairs trading performance of a relative value arbitrage rule Evan G. Gatev ; William N. Goetzmann ; K. Geert Rouwenhorst |
| title_short | Pairs trading |
| title_sort | pairs trading performance of a relative value arbitrage rule |
| title_sub | performance of a relative value arbitrage rule |
| topic | Actions de société - Prix - États-Unis - Modèles économétriques ram Arbitrage (bourse) - États-Unis - Modèles économétriques ram Ökonometrisches Modell Arbitrage United States Econometric models Stocks Prices United States Econometric models |
| topic_facet | Actions de société - Prix - États-Unis - Modèles économétriques Arbitrage (bourse) - États-Unis - Modèles économétriques Ökonometrisches Modell Arbitrage United States Econometric models Stocks Prices United States Econometric models USA |
| url | http://papers.nber.org/papers/w7032.pdf |
| volume_link | (DE-604)BV002801238 |
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