1. Constructing cointegrated cryptocurrency portfolios for statistical arbitrage. Issue 3 (25th September 2019) Authors: Leung, Tim; Nguyen, Hung Journal: Studies in economics and finance Issue: Volume 36:Issue 3(2019) Page Start: 581 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Constructing cointegrated cryptocurrency portfolios for statistical arbitrage. Issue 3 (7th October 2019) Authors: Leung, Tim; Nguyen, Hung Journal: Studies in economics and finance Issue: Volume 36:Issue 3(2019) Page Start: 581 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗