Nourahmadi, M. J., & Norahmadi, M. Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry. University of Tehran.
Chicago Style (17th ed.) CitationNourahmadi, Mohammad Javad, and Marziyeh Norahmadi. Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry. University of Tehran.
MLA (9th ed.) CitationNourahmadi, Mohammad Javad, and Marziyeh Norahmadi. Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry. University of Tehran.
Warning: These citations may not always be 100% accurate.