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Fuli He
Master's Supervisor

Name: Fuli He
Professional Title: Associate Professor
Name (Pinyin): hefuli
Sex: Male
School/Department: School of Mathematics and Statistics
Education Level: PhD Graduate
Date of Employment: 2009-07-02
Degree: Doctoral degree
Alma Mater: Wuhan University & Ghent University
Status: Employed
Discipline: Mathematics. Statistics
Enrollment Disciplines: Statistics、Mathematics

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Current Location: Fuli He's Homepage > Journal Publications

Investigation of multivariate pairs trading under copula approach with mixture distribution

Release time:2024-03-06

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DOI number:: 10.1016/j.amc.2024.128635

Journal:: Applied Mathematics and Computation

Key Words:: Marginal distributions Pairs trading strategy Multivariate pairs Copula Mixture distribution

Co-author:: Fuli He*, Ali Yarahmadi, Fazlollah Soleymani*

Indexed by:: Journal paper

Document Code:: 128635

Discipline:: Natural Science

First-Level Discipline:: Mathematics

Document Type:: J

Issue:: 472

Page Number:: 128635

Translation or Not:: no

Date of Publication:: 2024-03-04

Included Journals:: SCI

Links to published journals:: https://doi.org/10.1016/j.amc.2024.128635