Non-linear dependence modeling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100
Christopher Krauss, Johannes Stübinger
| Year of publication: |
2018
|
|---|---|
| Authors: | Krauss, Christopher ; Stübinger, Johannes |
| Published in: |
Essays on quantitative finance in the context of statistical arbitrage. - Erlangen. - 2018, p. 11-45
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Arbitrage | Theorie | Theory | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011901803