"Equilibrium pairs trading under delayed cointegration."

Tingjin Yan, Hoi Ying Wong (2022)

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DOI: 10.1016/J.AUTOMATICA.2022.110498

access: closed

type: Journal Article

metadata version: 2023-03-21

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Tingjin Yan, Hoi Ying Wong:
Equilibrium pairs trading under delayed cointegration. Autom. 144: 110498 (2022)

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