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ECONIS (ZBW)
222
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1
Robust statistical
arbitrage
strategies
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 379-402
Persistent link: https://www.econbiz.de/10012483829
Saved in:
2
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
Saved in:
3
Investing with cryptocurrencies : evaluating their potential for portfolio allocation strategies
Petukhina, Alla
;
Trimborn, Simon
;
Härdle, Wolfgang
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1825-1853
Persistent link: https://www.econbiz.de/10012696778
Saved in:
4
Vulnerability-CoVaR : investigating the crypto-market
Waltz, Martin
;
Singh, Abhay Kumar
;
Okhrin, Ostap
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1731-1745
Persistent link: https://www.econbiz.de/10013367943
Saved in:
5
Cryptocurrency
factor
momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
6
How does price (in)efficiency influence
cryptocurrency
portfolios performance? : the role of multifractality
Salis, Eduardo Amorim Vilela de
;
Maciel, Leandro
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1637-1658
Persistent link: https://www.econbiz.de/10014419183
Saved in:
7
Hedging cryptos with
Bitcoin
futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
8
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
9
Learning the dynamics of technical trading strategies
Murphy, N. J.
;
Gebbie, T. J.
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1325-1349
Persistent link: https://www.econbiz.de/10012608650
Saved in:
10
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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