Combined Effects of Fat‐Tail and Spread Forecasting on Pairs Trading: A Hybrid Model Based on Integrating VAR With GRU Models
Fuente:
Wiley Open Access
Guardado en:
| Autores principales: | Yuhee Kwon, Youngsoo Choi |
|---|---|
| Formato: | Artículo Open Access |
| Publicado: |
Wiley
2025
|
| Materias: | |
| Acceso en línea: | |
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