Please use this identifier to cite or link to this item: http://sutir.sut.ac.th:8080/jspui/handle/123456789/6153
Title: Risk mitigation of stock trade using an advanced pairs trading strategy
Other Titles: การลดความเสี่ยงของการซื้อขายหุ้นโดยวิธีการซื้อขายแบบหุ้นคู่ขั้นสูง
Authors: Nawarat Ekkarntrong
Keywords: Pairs trading;Mean reversion;Coefficient of variance;Risk mitigation;Arbitrage;Prediction
Issue Date: 2015
Publisher: School of Mathematics. Institute of Science. Suranaree University of Technology
URI: http://sutir.sut.ac.th:8080/jspui/handle/123456789/6153
Appears in Collections:วิทยานิพนธ์ (Thesis)

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