| Accueil > articulos > The Effect of Fat Tails on Rules for Optimal Pairs Trading: Performance Implications of Regime Switching with Poisson Events > BibTeX |
@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",
}