"An optimal pairs-trading rule."

Qingshuo Song, Qing Zhang (2013)

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DOI: 10.1016/J.AUTOMATICA.2013.07.012

access: closed

type: Journal Article

metadata version: 2020-02-20

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Qingshuo Song, Qing Zhang:
An optimal pairs-trading rule. Autom. 49(10): 3007-3014 (2013)

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