Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Yan-Xia Lin, Michael McCrae, Chandra Gulati. Loss protection in pairs trading through minimum profit bounds: A cointegration approach. JAMDS, 2006, 2006. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Hardware Accelerator for Engle-Granger Cointegration in Pairs TradingShuang Liang, Siyuan Lu, Jun Lin, Zhongfeng Wang. iscas 2020: 1-5 [doi] Low-Latency Hardware Accelerator for Improved Engle-Granger Cointegration in Pairs TradingShuang Liang, Siyuan Lu, Jun Lin, Zhongfeng Wang. tcasI, 68(7):2911-2924, 2021. [doi]
The following publications are possibly variants of this publication: