Maximizing profit per unit time in cointegration based pairs trading
buir.advisor | Dayanık, Savaş | |
dc.contributor.author | Tutal, Duygu | |
dc.date.accessioned | 2016-01-08T18:26:48Z | |
dc.date.available | 2016-01-08T18:26:48Z | |
dc.date.issued | 2014 | |
dc.description | Cataloged from PDF version of article. | en_US |
dc.description | Includes bibliographical references leaves 57-59 | en_US |
dc.description.provenance | Made available in DSpace on 2016-01-08T18:26:48Z (GMT). No. of bitstreams: 1 0006625.pdf: 2158850 bytes, checksum: dee36cb3015a5e41a0cddde4f429c127 (MD5) | en |
dc.description.statementofresponsibility | Tutal, Duygu | en_US |
dc.format.extent | xiv, 107 leaves, tables, graphics | en_US |
dc.identifier.uri | http://hdl.handle.net/11693/15927 | |
dc.language.iso | English | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Pairs Trading | en_US |
dc.subject | Cointegration | en_US |
dc.subject | Time Series Analysis | en_US |
dc.subject | Markov Chain | en_US |
dc.subject.lcc | HG4661 .T88 2014 | en_US |
dc.subject.lcsh | Pairs trading. | en_US |
dc.subject.lcsh | Cointegration. | en_US |
dc.subject.lcsh | Time-series analysis. | en_US |
dc.subject.lcsh | Markov processes. | en_US |
dc.subject.lcsh | Stocks--Prices. | en_US |
dc.title | Maximizing profit per unit time in cointegration based pairs trading | en_US |
dc.type | Thesis | en_US |
thesis.degree.discipline | Industrial Engineering | |
thesis.degree.grantor | Bilkent University | |
thesis.degree.level | Master's | |
thesis.degree.name | MS (Master of Science) |
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