https://scholars.lib.ntu.edu.tw/handle/123456789/471385
Title: | Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500 | Authors: | Yang, Jen-Wei Tsai, Shu-Yu Shyu, So-De CHIA-CHIEN CHANG |
Issue Date: | 2016 | Journal Volume: | 43 | Start page/Pages: | 139-150 | Source: | International Review of Economics & Finance | URI: | https://scholars.lib.ntu.edu.tw/handle/123456789/471385 | ISSN: | 1059-0560 | DOI: | 10.1016/j.iref.2015.10.036 |
Appears in Collections: | 外國語文學系 |
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