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Rajagiri Centre for Business Studies, Rajagiri College of Social Sciences (Autonomous), Kochi, India. Asset allocation is perceived as one of the most significant and strategic decision to be taken by ...

ABSTRACT: The present study attempts to empirically analyze the co-movement in the BRIC countries’ stock markets in the long run by employing a Johansen cointegration technique. We have divided the ...

Abstract: This paper investigates the usage of Johansen Cointegration Test for adaptive target detection with hyperspectral remote sensing data. Johansen Cointegration Test aims at mining long-term ...

Statistical arbitrage (stat-arb) is one of the oldest and most widely-used strategies in quantitative finance. The core idea is simple: find two assets whose prices move together over time. When their ...