keyword Out-of-sample-period ‎/ (1 Article)

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Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model

Writer : Bajalan، Saeed ؛ Eyvazlu، Reza ؛ Akbari، Guilda ؛

Journal:Iranian Journal of Finance»Spring 2018, Volume 2 - Number 2 (‎22 page(s) - From 7 to 28 )
Keywords:Pair trading Rolling window approach Smooth transition GARCH model One-step-ahead quantile forecasting Out-of-sample-period

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