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Jen-Wei Yang · Study

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Jen-Wei Yang

1 works· latest 2015· 1 institutionscluster: provisionalORCID 0000-0002-7525-625X

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Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 5002015 · 22 citations

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Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500

International Review of Economics & Finance·2015·4 authors

22citations