Pairs trading with partial cointegration

Clegg M, Krauß C (2018)

Publication Type: Journal article

Publication year: 2018


Book Volume: 18

Pages Range: 121-138

Journal Issue: 1

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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.

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