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Lehrstuhl für Statistik und Ökonometrie
Friedrich-Alexander-Universität Erlangen-Nürnberg
Rechts- und Wirtschaftswissenschaftliche Fakultät
Fachbereich Wirtschaftswissenschaften
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Publications
(173)
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Optimal trading strategies for Levy-driven Ornstein-Uhlenbeck processes (2019)
Endres S, Stübinger J
Journal article
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (2019)
Stübinger J
Journal article
Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 (2019)
Stübinger J, Schneider L
Journal article
Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 (2019)
Knoll J, Stübinger J, Grottke M
Journal article
Big Data im Innovationsmanagement: Wie Machine Learning die Suche nach Trends und Technologien revolutioniert. (2019)
Kölbl L, Mühlroth C, Wiser F, Grottke M, Durst C
Journal article
Parameter estimation of Tukey-type distributions: A comparative analysis (2019)
Möstel L, Fischer M, Pfaelzner F, Pfeuffer M
Journal article
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (2019)
Endres S, Stübinger J
Journal article
Statistical Arbitrage in Cryptocurrency Markets (2019)
Fischer T, Krauss C, Deinert A
Journal article
Testing Stylized Facts of Bitcoin Limit Order Books (2019)
Schnaubelt M, Rende J, Krauss C
Journal article
Pairs trading with the persistence-based decomposition model (2019)
Rende J
Journal article
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