Pairs trading strategies underlain by nonparametric additive cointegrations

DONG Chaohua, ZHAO Zhewei

Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (6) : 1694-1720.

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Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (6) : 1694-1720. DOI: 10.12011/SETP2021-3009

Pairs trading strategies underlain by nonparametric additive cointegrations

  • DONG Chaohua, ZHAO Zhewei
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2022, 42(6): 1694-1720 https://doi.org/10.12011/SETP2021-3009

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