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The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan, (2022)
Beating the market?
Baumann, Michael, (2018)
Applying hurst exponent in pair trading strategies
Quynh Bui, (2020)
Cross-country differences in return and volatility metrics of world equity indices
Sheraliev, Iskandar, (2023)
Cross-sectional returns with volatility regimes from a diverse portfolio of emerging and developed equity indices
Sakowski, Paweł, (2016)
Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices
Ślepaczuk, Robert, (2009)