Adaptive pairs trading strategy performance in Turkish...

Adaptive pairs trading strategy performance in Turkish derivatives exchange with the companies listed on Istanbul stock exchange

Bolgün, Kaan Evren, Kurun, Engin, Güven, Serhat
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Volume:
18
Language:
english
Journal:
Journal of Derivatives & Hedge Funds
DOI:
10.1057/jdhf.2012.2
Date:
May, 2012
File:
PDF, 195 KB
english, 2012
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