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Title: Online detection of mean reversion in algorithmic pairs trading
Author: Han, Seung Jin
Awarding Body: University of Sheffield
Current Institution: University of Sheffield
Date of Award: 2013
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No abstract available
Supervisor: Triantafyllopoulos, Kostas Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available