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- W2979794788 abstract "This thesis analyzes the performance and process of constructing portfolios of cryptocurrency pairs based on cointegrated relationships indicated by the Augmented Dickey-Fuller test, Johansen’s tes ..." @default.
- W2979794788 created "2019-10-18" @default.
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- W2979794788 date "2019-01-01" @default.
- W2979794788 modified "2023-09-23" @default.
- W2979794788 title "Pairs Trading, Cryptocurrencies and Cointegration : A Performance Comparison of Pairs Trading Portfolios of Cryptocurrencies Formed Through the Augmented Dickey Fuller Test, Johansen’s Test and Phillips Perron’s Test" @default.
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