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isPartOf:"The American economic review"
~isPartOf:"Quantitative finance"
~person:"Krauss, Christopher"
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Arbitrage
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Krauss, Christopher
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The American economic review
Quantitative finance
IWQW discussion paper series
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Essays on quantitative finance in the context of statistical arbitrage
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Pairs trading with partial cointegration
Clegg, Matthew
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 121-138
Persistent link: https://www.econbiz.de/10011905837
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2
Statistical arbitrage with vine copulas
Stübinger, Johannes
;
Mangold, Benedikt
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1831-1849
Persistent link: https://www.econbiz.de/10012262849
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