• COINTEGRATION IN PAIRS TRADING UTILIZING JOHANSEN AND ENGLE-GRANGER METHODOLOGY 

      Zabalotnaya, Kseniya (2014)
      Pro gradu - tutkielma 
      The study aims to test profitability of pairs trading applying Johansen and Engle- Granger methodology. The main issues of pairs trading strategy are specified and described in the thesis: explained rules how to choose ...
      Kokoteksti luettavissa vain Tritonian asiakaskoneilla.