Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (Q539794): Difference between revisions

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+The Numerical Solution of Integral Equations of the Second Kind
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+Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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+Level-crossing probabilities and first-passage times for linear processes
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+Pairs trading
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Q4837258
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+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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