Issue Date | Title | Author(s) | Source | scopus | WOS | Fulltext/Archive link |
---|---|---|---|---|---|---|
2016 | Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500 | Yang, Jen-Wei; Tsai, Shu-Yu; Shyu, So-De; CHIA-CHIEN CHANG | International Review of Economics & Finance | 12 |