Online Detection of Mean Reversion in Algorithmic Pairs Trading

Han, Seung Jin (2013) Online Detection of Mean Reversion in Algorithmic Pairs Trading. PhD thesis, University of Sheffield.

Metadata

Awarding institution: University of Sheffield
Academic Units: The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield)
Identification Number/EthosID (e.g. uk.bl.ethos.123456): uk.bl.ethos.595237
Depositing User: Mr Seung Jin Han
Date Deposited: 08 Apr 2014 10:04
Last Modified: 12 Oct 2018 09:20

Download

PhD thesis_FINAL

Filename: PhD thesis_FINAL.pdf

Licence: Creative Commons Attribution Non-commercial No Derivatives (UK)

Share / Export


You do not need to contact us to get a copy of this thesis. Please use the 'Download' link(s) above to get a copy.
You can contact us about this thesis. If you need to make a general enquiry, please see the Contact us page.