Repositorio Institucional de Documentos

@article{García-Risueño:162247,
      author        = "García-Risueño, Pablo and Ortas, Eduardo and Moneva,
                       José M.",
      title         = "{The Effect of Fat Tails on Rules for Optimal Pairs
                       Trading: Performance Implications of Regime Switching with
                       Poisson Events}",
      year          = "2025",
}