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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| 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 (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)