Pairs trading: A copula approach
- 期刊名称Journal of Derivatives & Hedge Funds
- 作者Liew, Rong Qi; Wu, Yuan
- 卷第19卷
- 期第1期
- 印刷ISSN1753-9641
- 电子ISSN1753-965X
- 文件大小716.73KB
- 发表时间2013-2
- DOI10.1057/jdhf.2013.1
- 页码12-30
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