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"Robust dynamic pairs trading with cointegration."

Mei Choi Chiu, Hoi Ying Wong (2018)

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DOI: 10.1016/J.ORL.2018.01.006

access: closed

type: Journal Article

metadata version: 2019-12-27

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Mei Choi Chiu, Hoi Ying Wong:
Robust dynamic pairs trading with cointegration. Oper. Res. Lett. 46(2): 225-232 (2018)

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