Tingjin Yan, H. Y. Wong
{"title":"Equilibrium pairs trading under delayed cointegration","authors":"Tingjin Yan, H. Y. Wong","doi":"10.2139/ssrn.4117238","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":13196,"journal":{"name":"IEEE Robotics Autom. Mag.","volume":"31 1","pages":"110498"},"PeriodicalIF":0.0000,"publicationDate":"2022-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE Robotics Autom. Mag.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.4117238","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2