ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS

International Journal of Theoretical and Applied Finance 2016 / 09 Vol. 19; Iss. 6

ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS

CARTEA, ÁLVARO, JAIMUNGAL, SEBASTIAN
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Volume:
19
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024916500382
Date:
September, 2016
File:
PDF, 368 KB
english, 2016
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