Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages

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Publication:2064610

DOI10.1007/s10203-021-00318-xzbMath1480.91276OpenAlexW3127293232MaRDI QIDQ2064610

Marco Patacca, Sergio M. Focardi, Gianna Figà-Talamanca

Publication date: 6 January 2022

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-021-00318-x





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