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isPartOf:"Working paper series"
subject:"Portfolio-Management"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of asset management"
~person:"Stübinger, Johannes"
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Stübinger, Johannes
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Working paper series
Quantitative finance
The journal of asset management
FAU discussion papers in economics
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Essays on quantitative finance in the context of statistical arbitrage
1
IWQW discussion paper series
1
International journal of economics and financial issues : IJEFI
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A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
Endres, Sylvia
;
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1727-1740
Persistent link: https://www.econbiz.de/10012194819
Saved in:
2
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1735-1751
Persistent link: https://www.econbiz.de/10012261908
Saved in:
3
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
Saved in:
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