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The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
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Ślepaczuk, Robert
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2022
Persistent link: https://www.econbiz.de/10012816711
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Applying hurst exponent in pair trading strategies
Quynh Bui
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Ślepaczuk, Robert
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2020
Persistent link: https://www.econbiz.de/10012322277
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