Cite
HARVARD Citation
de Moura, C. et al. (2016). A pairs trading strategy based on linear state space models and the Kalman filter. Quantitative finance. 16 (10), pp. 1559-1573. [Online].
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de Moura, C. et al. (2016). A pairs trading strategy based on linear state space models and the Kalman filter. Quantitative finance. 16 (10), pp. 1559-1573. [Online].