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Pairs trading : a copula approach
Rong Qi Liew; Wu, Yuan - In: Journal of derivatives & hedge funds 19 (2013) 1, pp. 12-30
Persistent link: https://www.econbiz.de/10009782534
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Pairs trading with copulas
Xie, Wenjun; Rong Qi Liew; Wu, Yuan; Zou, Xi - In: The journal of trading 11 (2016) 3, pp. 41-52
Persistent link: https://www.econbiz.de/10011697601