Blar i UiS Brage på forfatter "Isaksen, Vegard"
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Cointegration and Pairs Trading in Major Cryptocurrencies
Isaksen, Vegard (Masteroppgave/UIS-HH/2019;, Master thesis, 2019-06-16)Abstract This paper applies cointegration tests to identify cryptocurrency pairs which can be used in pairs trading strategies. The aim of this research is twofold. First, I want to examine cointegration in a system of ...