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source:"econis"
~isPartOf:"Applied economics"
~subject:"Pairs trading"
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Pairs trading
Electronic trading
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Deng, Shijie
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Mikkelsen, Andreas
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Xiang, Yun
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Applied economics
Central European journal of operations research
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ECONIS (ZBW)
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Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
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2
Pairs trading : the case of Norwegian seafood companies
Mikkelsen, Andreas
- In:
Applied economics
50
(
2018
)
3
,
pp. 303-318
Persistent link: https://www.econbiz.de/10011846833
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