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) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Fulltext.pdf | Fulltext | 6.39 MB | Adobe PDF | View/Open |
| Abstract.pdf | Abstract | 3.68 MB | Adobe PDF | View/Open |
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