Pairs trading with partial cointegration
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Publication:4554413
DOI10.1080/14697688.2017.1370122zbMath1400.91534OpenAlexW2394439017MaRDI QIDQ4554413
Christopher Krauss, Matthew Clegg
Publication date: 14 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/140632
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Uses Software
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