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Title: Statistical Arbitrage for Multiple Co-integrated Stocks
Award ID(s):
2124846
PAR ID:
10424649
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Applied Mathematics & Optimization
Volume:
86
Issue:
1
ISSN:
0095-4616
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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