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Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4 , 14

Author

Listed:
  • David Ardia

    (Institute of Financial Analysis, University of Neuchatel, 2000 Neuchatel, Switzerland
    Department of Finance, Insurance and Real Estate, Laval University, Quebec City, QC G1V 0A6, Canada)

  • Lukasz T. Gatarek

    (Institute of Econometrics and Statistics, Faculty of Economics and Sociology, University of Lodz, 90-255 Lodz, Poland)

  • Lennart Hoogerheide

    (Department of Econometrics and Tinbergen Institute, Vrije Universiteit Amsterdam, 1081 HV Amsterdam, The Netherlands)

  • Herman K. Van Dijk

    (Department of Econometrics and Tinbergen Institute, Vrije Universiteit Amsterdam, 1081 HV Amsterdam, The Netherlands
    Econometric Institute, Erasmus University Rotterdam, 3062 PA Rotterdam, The Netherlands)

Abstract

The authors wish to make the following corrections to this paper (Ardia et al [...]

Suggested Citation

  • David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk, 2020. "Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4 , 14," Econometrics, MDPI, vol. 8(1), pages 1-1, February.
    • Handle: RePEc:gam:jecnmx:v:8:y:2020:i:1:p:4-:d:316998
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    Cited by:

    1. is not listed on IDEAS
    2. Javier Oliver-Muncharaz & Fernando García, 2020. "Leading research trends on trading strategies [Tendencias líderes de investigación sobre estrategias de trading]," Post-Print hal-03149330, HAL.

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    Keywords

    ;

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

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