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~isPartOf:"Essays on quantitative finance in the context of statistical arbitrage"
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Essays on quantitative finance in the context of statistical arbitrage
FAU Discussion Papers in Economics
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Arbeitspapier / HHL, Leipzig Graduate School of Management
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Controlling : Zeitschrift für erfolgsorientierte Unternehmenssteuerung
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Journal of Environmental Assessment Policy and Management (JEAPM)
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Essays on financial time series analysis
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Non-linear dependence modeling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100
Krauss, Christopher
;
Stübinger, Johannes
- In:
Essays on quantitative finance in the context of …
,
(pp. 11-45)
.
2018
Persistent link: https://www.econbiz.de/10011901803
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Statistical arbitrage with vine copulas
Stübinger, Johannes
;
Mangold, Benedikt
;
Krauss, Christopher
- In:
Essays on quantitative finance in the context of …
,
(pp. 47-88)
.
2018
Persistent link: https://www.econbiz.de/10011901806
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