Return and Risk of Pairs Trading Using a Simulation-Based...

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Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices

Gatarek, Lukasz T., Hoogerheide, Lennart F., van Dijk, H. K.
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Year:
2014
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2412455
File:
PDF, 172 KB
2014
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