Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
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Publication:2064610
DOI10.1007/s10203-021-00318-xzbMath1480.91276OpenAlexW3127293232MaRDI QIDQ2064610
Marco Patacca, Sergio M. Focardi, Gianna Figà-Talamanca
Publication date: 6 January 2022
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-021-00318-x
Uses Software
Cites Work
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