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[IEEE 2003 IEEE International Conference on Computational Intelligence for Financial Engineering. Proceedings - Hong Kong, China (20-23 March 2003)] 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. - A characterization of long-short trading strategies based on cointegration

✍ Scribed by Kawasaki, Y.; Tachiki, S.; Udaka, H.; Hirano, T.

Book ID: 121012735
Publisher: IEEE
Year: 2003
Weight: 570 KB
Category: Article
ISBN-13: 9780780376540
DOI: 10.1109/CIFER.2003.1196289

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