Browsen in EconStor gesamt nach Autor:innen Stübinger, Johannes


Zeige Ergebnisse 1 bis 10 von 10
ErscheinungsjahrTitelAutor:innen
2014Verbesserung des Lernverhaltens durch Online-Tests: Ein Jahr späterMangold, Benedikt; Pleier, Thomas; Brug, Christoph; Nolzen, Jan; Stübinger, Johannes
2015Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100Krauss, Christopher; Stübinger, Johannes
2016Statistical arbitrage with vine copulasStübinger, Johannes; Mangold, Benedikt; Krauss, Christopher
2017Pairs trading with a mean-reverting jump-diffusion model on high-frequency dataStübinger, Johannes; Endres, Sylvia
2017Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processesEndres, Sylvia; Stübinger, Johannes
2017Exploiting social media with higher-order Factorization Machines: Statistical arbitrage on high-frequency data of the S&P 500Knoll, Julian; Stübinger, Johannes; Grottke, Michael
2017Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media dataStübinger, Johannes; Walter, Dominik; Knoll, Julian
2018A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returnsEndres, Sylvia; Stübinger, Johannes
2018Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500Stübinger, Johannes
2019Statistical arbitrage with mean-reverting overnight price gaps on high-frequency data of the S&P 500Stübinger, Johannes; Schneider, Lucas