Saejoon Kim, Jun Heo. Time series regression-based pairs trading in the Korean equities market. J. Exp. Theor. Artif. Intell., 29(4):755-768, 2017. [doi]
@article{KimH17-5,
title = {Time series regression-based pairs trading in the Korean equities market},
author = {Saejoon Kim and Jun Heo},
year = {2017},
doi = {10.1080/0952813X.2016.1259265},
url = {https://doi.org/10.1080/0952813X.2016.1259265},
researchr = {https://researchr.org/publication/KimH17-5},
cites = {0},
citedby = {0},
journal = {J. Exp. Theor. Artif. Intell.},
volume = {29},
number = {4},
pages = {755-768},
}