//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Banyár, József"
~person:"Csóka, Péter"
~person:"Stübinger, Johannes"
~subject:"Capital income"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Asset location and allocation...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Finance
41
Social welfare
15
health care
15
insurance
15
Arbitrage
6
Portfolio selection
6
Portfolio-Management
6
Statistical arbitrage
5
Theorie
5
Theory
5
Electronic trading
4
Elektronisches Handelssystem
4
Econometrics
3
High-frequency data
3
Kapitaleinkommen
3
Mathematics
3
Pairs trading
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
High-frequency trading
2
Statistical method
2
Statistische Methode
2
Time series analysis
2
Zeitreihenanalyse
2
Allocation
1
Allokation
1
Anlageverhalten
1
Artificial intelligence
1
Behavioural finance
1
Causality analysis
1
Coherent measures of risk
1
Cooperative game theory
1
Copulas
1
Cryptocurrency
1
Dependence structures
1
Economic development
1
Factorization Machine
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Banyár, József
Csóka, Péter
Stübinger, Johannes
Basso, Antonella
2
Endres, Sylvia
2
Funari, Stefania
2
Abedin, Mohammad Zoynul
1
Ajakh, Ahmad
1
Bodnar, Taras
1
Bonato, Matteo
1
Bouteska, Ahmed
1
Bredthauer, Jens
1
Cepni, Oguzhan
1
Chang, Eric Chieh
1
Cornuéjols, Gérard
1
Crane, Alan
1
Crotty, Kevin
1
Farrelly, Kieran
1
Fieberg, Christian
1
Goh, Boon Leng Mark
1
Gregoriou, Greg N.
1
Gunardi, Ardi
1
Gupta, Rangan
1
Hallam, Mark
1
Hanke, Michael
1
Harasheh, Murad
1
Harford, Jarrad V. T.
1
Hong, KiHoon Jimmy
1
Ivasiuk, Dmytro
1
Kasztelnik, Karina
1
Kocuk, Burak
1
Kolasinski, Adam
1
Kornhauser, Marjorie E.
1
Lassance, Nathan
1
Li, Weiping
1
Li, Yinqiao
1
Liew, Jim Kyung-Soo
1
Lin, Tse-Chun
1
Lioui, Abraham
1
Loy, Thomas
1
Luo, Yan
1
Ma, Guiyuan
1
more ...
less ...
Published in...
All
Quantitative finance
2
International journal of economics and financial issues : IJEFI
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Persistent link: https://www.econbiz.de/10011833680
Saved in:
2
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->