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Essays on quantitative finance in the context of statistical arbitrage
6
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ECONIS (ZBW)
6
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Non-linear dependence modeling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100
Krauss, Christopher
;
Stübinger, Johannes
- In:
Essays on quantitative finance in the context of …
,
(pp. 11-45)
.
2018
Persistent link: https://www.econbiz.de/10011901803
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2
Statistical arbitrage with vine copulas
Stübinger, Johannes
;
Mangold, Benedikt
;
Krauss, Christopher
- In:
Essays on quantitative finance in the context of …
,
(pp. 47-88)
.
2018
Persistent link: https://www.econbiz.de/10011901806
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3
Statistical arbitrage pairs trading with high-frequency data
Stübinger, Johannes
;
Bredthauer, Jens
- In:
Essays on quantitative finance in the context of …
,
(pp. 89-124)
.
2018
Persistent link: https://www.econbiz.de/10011901814
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4
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
- In:
Essays on quantitative finance in the context of …
,
(pp. 125-165)
.
2018
Persistent link: https://www.econbiz.de/10011901815
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5
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Stübinger, Johannes
- In:
Essays on quantitative finance in the context of …
,
(pp. 167-201)
.
2018
Persistent link: https://www.econbiz.de/10011901817
Saved in:
6
Exploiting social media with higher-order factorization machines: statistical arbitrage on high-frequency data of the S&P 500
Knoll, Julian
;
Stübinger, Johannes
;
Grottke, Michael
- In:
Essays on quantitative finance in the context of …
,
(pp. 203-236)
.
2018
Persistent link: https://www.econbiz.de/10011901819
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