FLAVIO A. ZIEGELMANN
Department of Statistics (UFRGS)
flavioaz@mat.ufrgs.br
(email)
A Pairs Trading Strategy based on Mixed Copulas
Citation:
A Pairs Trading Strategy based on Mixed Copulas, Silva, F. B. S., Ziegelmann F. A., and Caldeira J. F. , The Quarterly Review of Economics and Finance, Volume 87, p.16-34, (2023)
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