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Q4624434 - MaRDI portal

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scientific article; zbMATH DE number 7028653
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scientific article; zbMATH DE number 7028653

    Statements

    author
    Lei Yin
    0 references
    Chong Yu
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    publication date
    22 February 2019
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    zbMATH Keywords
    cointegration
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    correlation coefficient
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    mean reversion
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    pairs trading
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    Identifiers

    zbMATH DE Number
    7028653
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