Improving Pair Trading Performances with Structural Change Detections and Revised Trading Strategies

Hao Han Chang, Tian Shyr Dai, Kuan Lun Wang, Chao Hsien Chu, Jun Zhe Wang

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

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Keyphrases

Economics, Econometrics and Finance