Publications | LUP Student Papers

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2018
Mark Pairs Trading: An Implementation of the Kalman Filter on the Swedish Equity Market
Bijelic, Anna ^LU and Lundholm, Jens (2018) NEKH02 20181
Department of Economics
- Bach. Degree
2017
Mark The application of Ornstein-Uhlenbeck Process model and ARCH/GARCH model in statistical arbitrage
Wang, Jianbo ^LU and Fang, Jianyang ^LU (2017) NEKN02 20171
Department of Economics
- Master (One yr)
Mark Statistical Arbitrage & Fund Performance: An Empirical Analysis of Fund Returns
Berg, Magnus ^LU and Knutsson, Christoffer ^LU (2017) NEKP01 20171
Department of Economics
- Master (Two yrs)
2010
Mark A Wider Perspective on Pairs Trading
Broel-Plater, Jan ^LU and Nisar, Khurram ^LU (2010) NEKM01 20101
Department of Economics
- Master (One yr)