An optimal pairs-trading rule
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Publication:2350749
DOI10.1016/j.automatica.2013.07.012zbMath1358.93191arXiv1302.6120OpenAlexW2237183768MaRDI QIDQ2350749
Publication date: 25 June 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.6120
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