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Properties and comparison of risk capital allocation methods
Balog, Dóra; Bátyi, Tamás László; Csóka, Péter; … - In: European journal of operational research : EJOR 259 (2017) 2, pp. 614-625
Persistent link: https://www.econbiz.de/10011661761
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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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Handbook of public economics : volume 3
Auerbach, Alan J. (contributor);  … - 2002
been addressed by economists for over two hundred years. More generally, the discussion of public finance issues also … involves elements of political science, finance and philosophy. These connections are evidence in several of the chapters that …
Persistent link: https://www.econbiz.de/10012254748
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Handbook of public economics : volume 1
Auerbach, Alan J. (contributor);  … - 1985
manner that renders it useful to the public finance specialist, whilst remaining understandable for the student and non-specialist …
Persistent link: https://www.econbiz.de/10012254761
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Handbook of public economics : volume 5
Auerbach, Alan J. (contributor);  … - 2013
that underlie both public finance theories and applications. These fundamental subjects follow the recent, steady movement … empirical (instead of theoretical) public finance, the methods for measuring taxes (both in revenue gener …
Persistent link: https://www.econbiz.de/10012254785
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Exploiting social media with higher-order Factorization Machines : statistical arbitrage on high-frequency data of the S&P 500
Knoll, Julian; Stübinger, Johannes; Grottke, Michael - In: Quantitative finance 19 (2019) 4, pp. 571-585
Persistent link: https://www.econbiz.de/10012194697
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Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Stübinger, Johannes - In: Quantitative finance 19 (2019) 6, pp. 921-935
Persistent link: https://www.econbiz.de/10012194730
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A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
Endres, Sylvia; Stübinger, Johannes - In: Quantitative finance 19 (2019) 10, pp. 1727-1740
Persistent link: https://www.econbiz.de/10012194819
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Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes
Endres, Sylvia; Stübinger, Johannes - In: Applied economics 51 (2019) 29, pp. 3153-3169
Persistent link: https://www.econbiz.de/10012196804
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Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
Stübinger, Johannes; Endres, Sylvia - In: Quantitative finance 18 (2018) 10, pp. 1735-1751
Persistent link: https://www.econbiz.de/10012261908