Robust dynamic pairs trading with cointegration (Q2417107)

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Robust dynamic pairs trading with cointegration
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    title
    Robust dynamic pairs trading with cointegration (English)
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    author
    Mei Choi Chiu
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    Hoi Ying Wong
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    publication date
    11 June 2019
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    zbMATH DE Number
    7064477
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    zbMATH Keywords
    cointegration
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    pairs trading
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    robust decision rule
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