Pairs trading with partial cointegration (Q4957234): Difference between revisions

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scientific article; zbMATH DE number 7390935
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English
Pairs trading with partial cointegration
scientific article; zbMATH DE number 7390935

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    Pairs trading with partial cointegration (English)
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    3 September 2021
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    pairs trading
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    statistical arbitrage
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    quantitative strategies
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    cointegration
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    partial cointegration
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