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~isPartOf:"Quantitative finance"
~person:"Endres, Sylvia"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Theorie"
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Asymmetrische Information
Portfolio selection
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Endres, Sylvia
Lillo, Fabrizio
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Escobar, Marcos
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Sornette, Didier
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Bormetti, Giacomo
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Stübinger, Johannes
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Quantitative finance
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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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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
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