Optimal convergence trade strategies

Review of Financial Studies

Volumn 26, Issue 4, 2013, Pages 1048-1086

  Liu, Jun ^a   Timmermann, Allan ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84875198466     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhs130     Document Type: Article

References (23)

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