Taylor & Francis
Quantitative Finance
,  volume 23 ,  issue 7-8 ,  pages 1-26

Pairs trading with wavelet transform

Publication type: Journal Article
Publication date: 2023-07-10
Taylor & Francis
scimago Q1
wos Q3
SJR: 0.695
CiteScore: 3.5
Impact factor: 1.4
ISSN: 14697688, 14697696
General Economics, Econometrics and Finance
Finance
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GOST |
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GOST Copy
Eroğlu B., Yener H., Yiğit T. Pairs trading with wavelet transform // Quantitative Finance. 2023. Vol. 23. No. 7-8. pp. 1-26.
GOST all authors (up to 50) Copy
Eroğlu B., Yener H., Yiğit T. Pairs trading with wavelet transform // Quantitative Finance. 2023. Vol. 23. No. 7-8. pp. 1-26.
RIS |
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RIS Copy
TY - JOUR
DO - 10.1080/14697688.2023.2230249
UR - https://doi.org/10.1080/14697688.2023.2230249
TI - Pairs trading with wavelet transform
T2 - Quantitative Finance
AU - Eroğlu, Başak
AU - Yener, Haluk
AU - Yiğit, Taner
PY - 2023
DA - 2023/07/10
PB - Taylor & Francis
SP - 1-26
IS - 7-8
VL - 23
SN - 1469-7688
SN - 1469-7696
ER -
BibTex |
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BibTex (up to 50 authors) Copy
@article{2023_Eroğlu,
author = {Başak Eroğlu and Haluk Yener and Taner Yiğit},
title = {Pairs trading with wavelet transform},
journal = {Quantitative Finance},
year = {2023},
volume = {23},
publisher = {Taylor & Francis},
month = {jul},
url = {https://doi.org/10.1080/14697688.2023.2230249},
number = {7-8},
pages = {1--26},
doi = {10.1080/14697688.2023.2230249}
}
MLA
Cite this
MLA Copy
Eroğlu, Başak, et al. “Pairs trading with wavelet transform.” Quantitative Finance, vol. 23, no. 7-8, Jul. 2023, pp. 1-26. https://doi.org/10.1080/14697688.2023.2230249.