The Optimal Thresholds of Pairs Trading with a Stop-Loss Condition
BI Xiuchun,LIU Bo, YUAN L¨uning, ZHANG Shuguang
Journal of System Science and Mathematical Science Chinese Series ›› 2019, Vol. 39 ›› Issue (7) : 1117-1141.
The Optimal Thresholds of Pairs Trading with a Stop-Loss Condition
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