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Johannes Stübinger
List of publications:
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Lehrstuhl für Statistik und Ökonometrie
Publications
(17)
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Journal article
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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
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 with vine copulas (2018)
Stübinger J, Mangold B, Krauss C
Journal article, Original article
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. (2018)
Stübinger J, Endres S
Journal article, Original article
Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100. (2017)
Krauss C, Stübinger J
Journal article, Original article
Non-linear dependence modelling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100 (2017)
Krauss C, Stübinger J
Journal article, Original article
Statistical arbitrage pairs trading with high-frequency data. (2017)
Stübinger J, Bredthauer J
Journal article, Original article
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