Pairs Trading with Copulas

Wenjun Xie, Rong Qi Liew, Yuan Wu and Xi Zou
The Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041

Article Information

vol. 11 no. 3 41-52
DOI 
https://doi.org/10.3905/jot.2016.11.3.041
Published By 
Pageant Media Ltd
Print ISSN 
1559-3967
Online ISSN 
2168-8427
History 
  • Published online June 30, 2016.
Copyright & Usage 
© 2016 Institutional Investor, Inc.

Author Information

  1. Wenjun Xie
    1. is a PhD Candidate at Nanyang Business School at Nanyang Technological University in Singapore. (xiew0008{at}e.ntu.edu.sg)
  2. Rong Qi Liew
    1. is an Undergraduate Student at the School of Physical and Mathematical Science at Nanyang Technological University in Singapore. (rqliew1{at}e.ntu.edu.sg)
  3. Yuan Wu
    1. is an associate professor at Nanyang Business School at Nanyang Technological University in Singapore. (aywu{at}ntu.edu.sg)
  4. Xi Zou
    1. is an Undergraduate Student at the School of Physical and Mathematical Science at Nanyang Technological University in Singapore. (zoux0007{at}e.ntu.edu.sg)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Pairs Trading with Copulas
Wenjun Xie, Rong Qi Liew, Yuan Wu, Xi Zou
The Journal of Trading Jun 2016, 11 (3) 41-52; DOI: 10.3905/jot.2016.11.3.041
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