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Journal: Int. J. Financial Stud., 2025
Volume: 13
Number: 96
Article:
The Effect of Fat Tails on Rules for Optimal Pairs Trading: Performance Implications of Regime Switching with Poisson Events
Authors:
by
Pablo GarcÃa-Risueño, Eduardo Ortas and José M. Moneva
Link:
https://www.mdpi.com/2227-7072/13/2/96
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