Quotation Eksi-Altay, Zehra, Altay, Suhan, Colaneri, Katia. 2017. Pairs Trading under Regime Switching and Risk Penalization. QFW 2017, Milano, Italy, 25.01-27.01.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Poster presented at an academic conference or symposium
Language English
Title Pairs Trading under Regime Switching and Risk Penalization
Event QFW 2017
Date 25.01-27.01
Location Milano
Country Italy
Year 2017

Associations

People
Eksi-Altay, Zehra (Details)
External
Altay, Suhan (Vienna University of Technology, Austria)
Colaneri, Katia (University of Perugia, Italy)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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