Sökning: "Eric Qvennerstedt"
Hittade 1 uppsats innehållade orden Eric Qvennerstedt.
1. Pairs trading on the Swedish equity market; Cointegrate and Capitalize
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : This thesis investigates the long- and short- run stability of Cointegrated dual share equity pairs on the Swedish Equity Market. Testing for a cointegrated relationship on each pair are executed for a 13 year period to establish the cointegrated pairs. The stability of each cointegrated pair is then estimated using a rolling two year period. LÄS MER
Resultatsidor:
1