@article{oai:tsukuba.repo.nii.ac.jp:00041291, author = {山田, 雄二 and YAMADA, Yuji and Primbs, James A.}, journal = {ジャフィー・ジャーナル:金融工学と市場計量分析}, month = {Mar}, pages = {125--152}, title = {共和分性に基づく最適ペアトレード}, volume = {11}, year = {2012}, yomi = {ヤマダ, ユウジ} }