Essays about: "Eric Qvennerstedt"
Found 1 essay containing the words Eric Qvennerstedt.
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1. Pairs trading on the Swedish equity market; Cointegrate and Capitalize
University essay from Uppsala universitet/Statistiska institutionenAbstract : This thesis investigates the long- and short- run stability of Cointegrated dual share equity pairs on the Swedish Equity Market. Testing for a cointegrated relationship on each pair are executed for a 13 year period to establish the cointegrated pairs. The stability of each cointegrated pair is then estimated using a rolling two year period. READ MORE
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