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PAIRS TRADING WITH CRYPTO: EVIDENCE FROM BITCOIN
Author(s) -
Andy Cheng
Publication year - 2019
Language(s) - English
Resource type - Conference proceedings
DOI - 10.20472/iac.2019.047.004
Subject(s) - diversification (marketing strategy) , cointegration , cryptocurrency , portfolio , asset allocation , econometrics , asset (computer security) , economics , financial economics , alternative investment , computer science , finance , business , computer security , marketing , transaction cost

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