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Pair trading: a dynamic cointegration approach
Muller, Aline; Babaei, Hamid
2012
 

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Disciplines :
Finance
Author, co-author :
Muller, Aline ;  Université de Liège - ULiège > HEC-Ecole de gestion : UER > Finance
Babaei, Hamid ;  Université de Liège - ULiège > HEC-Ecole de gestion : UER > Finance
Language :
English
Title :
Pair trading: a dynamic cointegration approach
Publication date :
2012
Available on ORBi :
since 05 May 2014

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