Cointegration based pairs trading during COVID-19: trading thresholds and loss limitation.

Additional Metadata
Keywords	Statistical arbitrage; Pairs trading; Cointegration; Trading thresholds; Loss limitation.
Thesis Advisor	Vogel, S
Persistent URL	hdl.handle.net/2105/63316
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Bettman, G.W. (2022, September). Cointegration based pairs trading during COVID-19: trading thresholds and loss limitation.. Business Economics. Retrieved from http://hdl.handle.net/2105/63316

Publication