Pairs Trading via Nonlinear Autoregressive GARCH Models.

Benchawanaree Chodchuangnirun Kongliang Zhu Woraphon Yamaka

Published in: IUKM (2018)

Keyphrases

autoregressive
garch model
multivariate time series
sar images
moving average
non stationary
gaussian markov random field
random fields
pairwise
stock market
wavelet transform