06 References.html

<ol>
    <li>
        Leung, T. and Nguyen, H. (2019), "Constructing cointegrated cryptocurrency portfolios for statistical arbitrage", Studies in Economics and Finance, Vol. 36 No. 3, pp. 581-599. <a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3235890">Online Copy</a>.
    </li>
</ol>