Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500

Yang, Jen-WeiJen-WeiYangTsai, Shu-YuShu-YuTsaiShyu, So-DeSo-DeShyuCHIA-CHIEN CHANG2020-03-062020-03-0620161059-0560https://scholars.lib.ntu.edu.tw/handle/123456789/471385Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500journal article10.1016/j.iref.2015.10.036WOS:000375632300010