//--> //--> //-->
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:"Gatarek, Lukasz T."
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
Search: subject:"statistical arbitrage"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bayesian analysis
2
cointegration
2
linear normalization
2
orthogonal normalization
2
pairs trading
2
statistical arbitrage
2
Arbitrage
1
Bayes-Statistik
1
Bayesian inference
1
Börsenkurs
1
Capital income
1
Cointegration
1
Forecasting model
1
Kapitaleinkommen
1
Kointegration
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Share price
1
Statistical theory
1
Statistische Methodenlehre
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article
1
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Gatarek, Lukasz T.
Krauss, Christopher
23
Stübinger, Johannes
22
Endres, Sylvia
6
Fischer, Thomas G.
5
Knoll, Julian
5
Schnaubelt, Matthias
5
Fabozzi, Frank J.
4
Goncu, Ahmet
4
Hoogerheide, Lennart
4
Akyildirim, Erdinc
3
Clegg, Matthew
3
Dijk, Herman K. van
3
Dionne, Georges
3
Fischer, Thomas
3
Gatarek, Lukasz
3
Grottke, Michael
3
Huck, Nicolas
3
Liew, Jim
3
Mangold, Benedikt
3
Poutré, Cédric
3
Roberts, Ryan
3
Wang, Wei
3
Yergeau, Gabriel
3
Abraham, Santosh Mon
2
Alsayed, Hamad
2
Ardia, David
2
Booth, G. Geoffrey
2
Broussard, John Paul
2
Caldeira, João F.
2
Chung, Christine
2
Deinert, Alexander
2
Do, Xuan Anh
2
Fischer, Thomas Günter
2
Gabriel, Stefan
2
Gerig, Austin
2
Gurun, Ayfer
2
Hu, Yuan
2
Jarrow, Robert A.
2
Kakushadze, Zura
2
more ...
less ...
Published in...
All
Econometrics
1
Econometrics : open access journal
1
Source
All
ECONIS (ZBW)
1
EconStor
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
Ardia, David
;
Gatarek, Lukasz T.
;
Hoogerheide, Lennart
; …
- In:
Econometrics
4
(
2016
)
1
,
pp. 1-19
risk and return of two pairs trading strategies: a conditional
statistical
arbitrage
method and an implicit arbitrage one …
Persistent link: https://www.econbiz.de/10011755321
Saved in:
2
Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
Ardia, David
;
Gatarek, Lukasz T.
;
Hoogerheide, Lennart
; …
- In:
Econometrics : open access journal
4
(
2016
)
1
,
pp. 1-19
risk and return of two pairs trading strategies: a conditional
statistical
arbitrage
method and an implicit arbitrage one …
Persistent link: https://www.econbiz.de/10011505854
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->