Browsing All of EconStor by Author Stübinger, Johannes
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
2014 | Verbesserung des Lernverhaltens durch Online-Tests: Ein Jahr später | Mangold, Benedikt; Pleier, Thomas; Brug, Christoph; Nolzen, Jan; Stübinger, Johannes |
2015 | Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100 | Krauss, Christopher; Stübinger, Johannes |
2016 | Statistical arbitrage with vine copulas | Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher |
2017 | Pairs trading with a mean-reverting jump-diffusion model on high-frequency data | Stübinger, Johannes; Endres, Sylvia |
2017 | Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes | Endres, Sylvia; Stübinger, Johannes |
2017 | Exploiting social media with higher-order Factorization Machines: Statistical arbitrage on high-frequency data of the S&P 500 | Knoll, Julian; Stübinger, Johannes; Grottke, Michael |
2017 | Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data | Stübinger, Johannes; Walter, Dominik; Knoll, Julian |
2018 | A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns | Endres, Sylvia; Stübinger, Johannes |
2018 | Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500 | Stübinger, Johannes |
2019 | Statistical arbitrage with mean-reverting overnight price gaps on high-frequency data of the S&P 500 | Stübinger, Johannes; Schneider, Lucas |