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Quantitative Finance
Volumn 14, Issue 11, 2014, Pages 1881-1893
Pairs trading: optimal thresholds and profitability
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EID: 84907816301     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2014.917806     Document Type: Article
Times cited : (44)
References (17)
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