Pairs trading with partial cointegration

Journal article

Publication Details

Author(s): Clegg M, Krauß C
Journal: Quantitative Finance
Publication year: 2018
Volume: 18
Journal issue: 1
Pages range: 121-138
ISSN: 1469-7688

FAU Authors / FAU Editors

Krauß, Christopher
Lehrstuhl für Statistik und Ökonometrie

How to cite

Clegg, M., & Krauß, C. (2018). Pairs trading with partial cointegration. Quantitative Finance, 18(1), 121-138.

Clegg, Matthew, and Christopher Krauß. "Pairs trading with partial cointegration." Quantitative Finance 18.1 (2018): 121-138.


Last updated on 2019-15-01 at 10:57