The profitability of pairs trading strategies: distance, cointegration and copula methods

Hossein Rad, Rand Kwong Yew Low*, Robert Faff

*Corresponding author for this work

Research output: Contribution to journalArticleResearchpeer-review

42 Citations (Scopus)
119 Downloads (Pure)

Fingerprint Dive into the research topics of 'The profitability of pairs trading strategies: distance, cointegration and copula methods'. Together they form a unique fingerprint.

Business & Economics