PAIRS TRADING OF TWO ASSETS WITH UNCERTAINTY IN CO-INTEGRATION'S LEVEL OF MEAN REVERSION | NobleID

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PAIRS TRADING OF TWO ASSETS WITH UNCERTAINTY IN CO-INTEGRATION'S LEVEL OF MEAN REVERSION

Identifier:nobleid.org/w1/20260515/2EBEDC20

Type:Journal Article

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Andrew C. Papanicolaou

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