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~subject:"Börsenkurs"
~isPartOf:"Quantitative finance"
~person:"Houlihan, Patrick"
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Houlihan, Patrick
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Quantitative finance
This is a pre-print of an article published in Computational Economics, 2019. The final authenticated version is available online at DOI: 10.1007/s10614-019-09932-9
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Leveraging a call-put ratio as a trading signal
Houlihan, Patrick
;
Creamer Guillén, Germán
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 763-777
Persistent link: https://www.econbiz.de/10012194713
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