Loss protection in pairs trading through minimum profit bounds: a cointegration approach
Chandra M. Gulati, University of WollongongFollow
Yan-Xia Lin, University of WollongongFollow
Michael McCrae, University of WollongongFollow
Lin, Y., McCrae, M. & Gulati, C. M. (2006). Loss protection in pairs trading through minimum profit bounds: a cointegration approach. Journal of Applied Mathematics and Decision Sciences, Volume 2006 Art. No. 73803.
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