The following pages link to Johannes Stübinger (Q4619516):
Displayed 5 items.
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 (Q5234313) (← links)
- Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (Q5234323) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)