Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique

DOI10.1080/15598608.2010.10411994zbMathNoneOpenAlexW2053316559MaRDI QIDQ539794

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Publication date: 31 May 2011

Published in: (Search for Journal in Brave)

Full work available at URL: https://ro.uow.edu.au/cssmwp/41

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