Browsing All of EconStor by Author Stübinger, Johannes

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Year of PublicationTitleAuthor(s)
2014 Verbesserung des Lernverhaltens durch Online-Tests: Ein Jahr späterMangold, Benedikt; Pleier, Thomas; Brug, Christoph; Nolzen, Jan; Stübinger, Johannes
2015 Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100Krauss, Christopher; Stübinger, Johannes
2016 Statistical arbitrage with vine copulasStübinger, Johannes; Mangold, Benedikt; Krauss, Christopher
2017 Pairs trading with a mean-reverting jump-diffusion model on high-frequency dataStübinger, Johannes; Endres, Sylvia
2017 Exploiting social media with higher-order Factorization Machines: Statistical arbitrage on high-frequency data of the S&P 500Knoll, Julian; Stübinger, Johannes; Grottke, Michael
2017 Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media dataStübinger, Johannes; Walter, Dominik; Knoll, Julian
2017 Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processesEndres, Sylvia; Stübinger, Johannes
2018 Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500Stübinger, Johannes
2018 A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returnsEndres, Sylvia; Stübinger, Johannes
2019 Statistical arbitrage with mean-reverting overnight price gaps on high-frequency data of the S&P 500Stübinger, Johannes; Schneider, Lucas