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Regime-Switching Advantage in Statistical Arbitrage Strategies Conditioned on Time Series Momentum and Volatility in Leveraged Exchange Traded Funds: Theory and Evidence

机译：在统计套利策略中，在杠杆交易所交易基金的时间序列动力和波动性调节统计套利策略中的政权 - 转换优势：理论和证据

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作者
Saini, Nisheeth.;
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作者单位

University of Wisconsin-Whitewater.;

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授予单位 University of Wisconsin-Whitewater.;
学科
学位 D.B.A.
年度 2019
页码 109 p.
总页数 109
原文格式 PDF
正文语种 eng
中图分类
关键词
入库时间 2022-08-17 12:03:53

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Regime-Switching Advantage in Statistical Arbitrage Strategies Conditioned on Time Series Momentum and Volatility in Leveraged Exchange Traded Funds: Theory and Evidence

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