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~isPartOf:"Quantitative finance"
~subject:"Financial investment"
~subject:"Theory"
~subject:"quantitative strategies"
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Financial investment
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quantitative strategies
Arbitrage
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Pairs trading
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Quantitative strategies
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Statistical arbitrage
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Krauss, Christopher
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Clegg, Matthew
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Mangold, Benedikt
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Stübinger, Johannes
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Quantitative finance
FAU discussion papers in economics
4
Essays on financial time series analysis
2
Essays on quantitative finance in the context of statistical arbitrage
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FAU Discussion Papers in Economics
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IWQW discussion paper series
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Journal of risk and financial management : JRFM
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European journal of operational research : EJOR
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ECONIS (ZBW)
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Pairs trading with partial cointegration
Clegg, Matthew
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 121-138
Persistent link: https://www.econbiz.de/10011905837
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2
Statistical arbitrage with vine copulas
Stübinger, Johannes
;
Mangold, Benedikt
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1831-1849
Persistent link: https://www.econbiz.de/10012262849
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