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

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