Robust dynamic pairs trading with cointegration (Q2417107): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust dynamic pairs trading with cointegration |
scientific article |
Statements
Robust dynamic pairs trading with cointegration (English)
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11 June 2019
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cointegration
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pairs trading
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robust decision rule
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