Pairs trading: optimal thresholds and profitability
Year of publication: |
2014
|
---|---|
Authors: | Zeng, Zhengqin ; Lee, Chi-Guhn |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 14.2014, 11, p. 1881-1893
|
Publisher: |
Taylor & Francis Journals |
Saved in:
Online Resource
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