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I. Ilkay Boduroglu

Personal Details

First Name:I.
Middle Name:Ilkay
Last Name:Boduroglu
Suffix:
RePEc Short-ID:pbo335
http://www.riskoptima.com.tr

Research output

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Jump to: Articles

Articles

  1. Sayat R. Baronyan & İ. İlkay Boduroğlu & Emrah Şener, 2010. "Investigation Of Stochastic Pairs Trading Strategies Under Different Volatility Regimes," Manchester School, University of Manchester, vol. 78(s1), pages 114-134, September.
    RePEc:inm:orijoc:v:7:y:1995:i:4:p:402-416 is not listed on IDEAS

Citations

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Articles

  1. Sayat R. Baronyan & İ. İlkay Boduroğlu & Emrah Şener, 2010. "Investigation Of Stochastic Pairs Trading Strategies Under Different Volatility Regimes," Manchester School, University of Manchester, vol. 78(s1), pages 114-134, September.

    Cited by:

    1. Marianna Brunetti & Roberta De Luca, 2023. "Pre-selection in cointegration-based pairs trading," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(5), pages 1611-1640, December.
    2. Sánchez-Granero, M.A. & Balladares, K.A. & Ramos-Requena, J.P. & Trinidad-Segovia, J.E., 2020. "Testing the efficient market hypothesis in Latin American stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    3. Krauss, Christopher, 2015. "Statistical arbitrage pairs trading strategies: Review and outlook," FAU Discussion Papers in Economics 09/2015, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    4. Endres, Sylvia & Stübinger, Johannes, 2018. "A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns," FAU Discussion Papers in Economics 07/2018, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    5. Marianna Brunetti & Roberta De Luca, 2022. "Sensitivity of Profitability in Cointegration-Based Pairs Trading," CEIS Research Paper 540, Tor Vergata University, CEIS, revised 11 Apr 2022.
    6. R. Todd Smith & Xun Xu, 2017. "A good pair: alternative pairs-trading strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(1), pages 1-26, February.

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