Maximizing profit per unit time in cointegration based pairs trading

buir.advisorDayanık, Savaş
dc.contributor.authorTutal, Duygu
dc.date.accessioned2016-01-08T18:26:48Z
dc.date.available2016-01-08T18:26:48Z
dc.date.issued2014
dc.descriptionCataloged from PDF version of article.en_US
dc.descriptionIncludes bibliographical references leaves 57-59en_US
dc.description.provenanceMade available in DSpace on 2016-01-08T18:26:48Z (GMT). No. of bitstreams: 1 0006625.pdf: 2158850 bytes, checksum: dee36cb3015a5e41a0cddde4f429c127 (MD5)en
dc.description.statementofresponsibilityTutal, Duyguen_US
dc.format.extentxiv, 107 leaves, tables, graphicsen_US
dc.identifier.urihttp://hdl.handle.net/11693/15927
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectPairs Tradingen_US
dc.subjectCointegrationen_US
dc.subjectTime Series Analysisen_US
dc.subjectMarkov Chainen_US
dc.subject.lccHG4661 .T88 2014en_US
dc.subject.lcshPairs trading.en_US
dc.subject.lcshCointegration.en_US
dc.subject.lcshTime-series analysis.en_US
dc.subject.lcshMarkov processes.en_US
dc.subject.lcshStocks--Prices.en_US
dc.titleMaximizing profit per unit time in cointegration based pairs tradingen_US
dc.typeThesisen_US
thesis.degree.disciplineIndustrial Engineering
thesis.degree.grantorBilkent University
thesis.degree.levelMaster's
thesis.degree.nameMS (Master of Science)

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