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Uryszek, Tomasz - In: Comparative economic research : Central and Eastern Europe 18 (2015) 4, pp. 47-61

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Properties and comparison of risk capital allocation methods

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Statistical arbitrage pairs trading with high-frequency data

Stübinger, Johannes; Bredthauer, Jens - In: International journal of economics and financial issues … 7 (2017) 4, pp. 650-662

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Long-term sustainability of public finance in the Central and Eastern EU Member States

Uryszek, Tomasz - In: Comparative economic research : Central and Eastern Europe 18 (2015) 4, pp. 47-61

The main goal of this article is to investigate the level of long-term sustainability of public finance in the Central … surpluses and significantly growing public debt volumes prevent the attainment of sustainability in the area of public finance …

Persistent link: https://www.econbiz.de/10011867971

(In)effective tax policy vs. fiscal (un)sustainability : evidence from Polish municipal government level

Klonowska, Alina; Uryszek, Tomasz - In: International journal of monetary economics and finance … 14 (2021) 6, pp. 497-513

Persistent link: https://www.econbiz.de/10012800324

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

Statistical arbitrage with vine copulas

Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher - In: Quantitative finance 18 (2018) 11, pp. 1831-1849

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Exploiting social media with higher-order Factorization Machines : statistical arbitrage on high-frequency data of the S&P 500

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Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500

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Persistent link: https://www.econbiz.de/10012194730

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