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2015•SSRN Electronic JournalOpen access

Pairs Trading Using Fractional Cointegration Approach and Its Comparison with Cointegration Approach

Ehsan Ramezanifar, Shapour Mohammadi, Hossein Rad, Saeed Beyty

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Key concepts: Cointegration, Econometrics, Pairs trade, Economics, Financial economics, Mathematics, Algorithmic trading, Alternative trading system

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