Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Year of publication: |
2018
|
---|---|
Authors: | Stübinger, Johannes |
Published in: |
Essays on quantitative finance in the context of statistical arbitrage. - Erlangen. - 2018, p. 167-201
|
Subject: | Theorie | Theory | Arbitrage | EU-Staaten | EU countries | Kausalanalyse | Causality analysis |
-
Lemmens, Aurélie, (2008)
-
A causal analysis of the R&D interactions between the EU and the US
Atukeren, Erdal, (2007)
-
Monetary policy rules and directions of causality : a test for the euro area
Brancaccio, Emiliano, (2015)
- More ...
-
Krauss, Christopher, (2015)
-
Statistical arbitrage with vine copulas
Stübinger, Johannes, (2016)
-
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
Stübinger, Johannes, (2017)
- More ...