Pairs trading under delayed cointegration
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Cited in
(9)- Pairs trading with partial cointegration
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- Dynamic cointegrated pairs trading: mean-variance time-consistent strategies
- Pairs trading with partial cointegration
- Time-consistent mean-variance pairs-trading under regime-switching cointegration
- Equilibrium pairs trading under delayed cointegration
- Pairwise trade and coexistence of money and higher-return assets
- Pairs trading with topological data analysis
- Deep impulse control: application to interest rate intervention
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