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Cointegration analysis of hazard rates and CDSs: Applicatio..:
Kato, Kensuke
;
Nakamura, Nobuhiro
Physica A: Statistical Mechanics and its Applications. 612 (2023) - p. 128489 , 2023
Link:
https://doi.org/10.1016/j.physa.2023.128489
RT Journal T1 <Title>Cointegration analysis of hazard rates and CDSs: Applications to pairs trading strategy</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.physa.2023.128489&Exemplar=1&LAN=DE A1 Kato, Kensuke A1 Nakamura, Nobuhiro PB Elsevier BV YR 2023 SN 0378-4371 JF Physica A: Statistical Mechanics and its Applications VO 612 SP 128489 LK http://dx.doi.org/https://doi.org/10.1016/j.physa.2023.128489 DO https://doi.org/10.1016/j.physa.2023.128489 SF ELIB - SuUB Bremen
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