Statistical arbitrage with vine copulas
Johannes Stübinger, Benedikt Mangold, Christopher Krauss
| Year of publication: |
2018
|
|---|---|
| Authors: | Stübinger, Johannes ; Mangold, Benedikt ; Krauss, Christopher |
| Published in: |
Essays on quantitative finance in the context of statistical arbitrage. - Erlangen. - 2018, p. 47-88
|
| Subject: | Arbitrage | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011901806