Time series regression-based pairs trading in the Korean...

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Time series regression-based pairs trading in the Korean equities market

Kim, Saejoon, Heo, Jun
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Language:
english
Journal:
Journal of Experimental & Theoretical Artificial Intelligence
DOI:
10.1080/0952813X.2016.1259265
Date:
December, 2016
File:
PDF, 1.29 MB
english, 2016
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