Pairs Trading: Cointegration Analysis of the Hong Kong Equity Market by using Johansen Procedure
Author(s)
Wong, Kwok Ho
Type
Dissertation
Version
Imperial Users only
Date Issued
2011
Date Awarded
2011
Format Extent
1485407 bytes
Creator
Wong, Kwok Ho
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering
