Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
Crossref DOI link: https://doi.org/10.1007/s10203-021-00318-x
Published Online: 2021-02-05
Published Print: 2021-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Figá-Talamanca, Gianna
Focardi, Sergio
Patacca, Marco http://orcid.org/0000-0003-3242-429X
Funding for this research was provided by:
Fondazione Cassa di Risparmio di Perugia (2018.0427.021)
Text and Data Mining valid from 2021-02-05
Version of Record valid from 2021-02-05
Article History
Received: 31 March 2020
Accepted: 4 January 2021
First Online: 5 February 2021