Pairs trading

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Publication:5711166

DOI10.1080/14697680500149370zbMath1134.91415OpenAlexW4256431242MaRDI QIDQ5711166

Robert J. Elliott, John van der Hoek, William P. Malcolm

Publication date: 9 December 2005

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680500149370




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