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~isPartOf:"Applied economics"
~isPartOf:"Mathematical methods of operations research"
~person:"Deng, Shijie"
~subject:"Stochastic process"
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Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
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