Caldeira, J. F., & Moura, G. V. (2013). Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy. Brazilian Society of Finance.
Chicago Style (17th ed.) CitationCaldeira, João Frois, and Gulherme Valle Moura. Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy. Brazilian Society of Finance, 2013.
MLA (8th ed.) CitationCaldeira, João Frois, and Gulherme Valle Moura. Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy. Brazilian Society of Finance, 2013.
Warning: These citations may not always be 100% accurate.