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Sylvia Endres
List of publications:
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Lehrstuhl für Statistik und Ökonometrie
Publications
(4)
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Optimal trading strategies for Levy-driven Ornstein-Uhlenbeck processes (2019)
Endres S, Stübinger J
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
Review of stochastic differential equations in statistical arbitrage pairs trading (2019)
Endres S
Journal article
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. (2018)
Stübinger J, Endres S
Journal article, Original article