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A Single-Stage Approach for Cointegration-based Pairs...

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A Single-Stage Approach for Cointegration-based Pairs Trading

Law, K.F., Li, Wai Keung, Yu, Philip L.H.
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Language:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2017.12.011
Date:
December, 2017
File:
PDF, 2.05 MB
english, 2017
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