Sign in

Pairs Trading via Nonlinear Autoregressive GARCH Models.

Benchawanaree ChodchuangnirunKongliang ZhuWoraphon 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