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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.

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Item Type: Thesis (PhD)
Academic Units: The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield)
Depositing User: Mr Seung Jin Han
Date Deposited: 08 Apr 2014 10:04
Last Modified: 01 Dec 2016 01:18
URI: http://etheses.whiterose.ac.uk/id/eprint/5655

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