"Investigation of multivariate pairs trading under copula approach with ..."

Fuli He, Ali Yarahmadi, Fazlollah Soleymani (2024)

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DOI: 10.1016/J.AMC.2024.128635

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type: Journal Article

metadata version: 2024-04-01

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Fuli He, Ali Yarahmadi, Fazlollah Soleymani:
Investigation of multivariate pairs trading under copula approach with mixture distribution. Appl. Math. Comput. 472: 128635 (2024)

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