The profitability of pairs trading strategies: distance, cointegration and copula methods

By H. Rad, Rand Kwong Yew Low, R. Faff. 2016

144 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5fdc0ad8178e768e0de04291866be5e0f88de4fe