Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading

Dai, Tian-Shyr; Luo, Yi-Jen; Chang, Hao-Han; Kao, Chu-Lan; Wang, Kuan-Lun; Liu, Liang-Chih

doi:10.1007/s11156-024-01293-1

Rev Quant Finan Acc

2024

DOI: 10.1007/s11156-024-01293-1

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Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading

Tian-Shyr Dai,

Yi-Jen Luo,

Hao-Han Chang

et al.

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Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading

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References 33 publications

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