Work

Trading futures spreads: an application of correlation and threshold filters

Year: 2006

Type: article

Source: Applied Financial Economics

DOI: 10.1080/09603100500426432

Authors: C.L. Dunis, Jason Laws, Ben Evans

Institution: University of Liverpool

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2093593028

FWCI: 5.087

Cites: 22

Cited by: 34

Related to: 10