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 APA Style APA-ALL Style AAA 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). Cointegration based pairs trading during COVID-19: trading thresholds and loss limitation. In Business Economics.http://hdl.handle.net/2105/63316

Publication