Trading futures spreads: an application of correlation and threshold filters
| Year of publication: |
2006
|
|---|---|
| Authors: | Dunis, C.L. ; Laws, Jason ; Evans, Ben |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 16.2006, 12, p. 903-914
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