Lehrstuhl für Statistik und Ökonometrie

Big Data im Innovationsmanagement: Wie Machine Learning die Suche nach Trends und Technologien revolutioniert. (2019) Kölbl L, Mühlroth C, Wiser F, Grottke M, Durst C Journal article Parameter estimation of Tukey-type distributions: A comparative analysis (2019) Möstel L, Fischer M, Pfaelzner F, Pfeuffer 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 in Cryptocurrency Markets (2019) Fischer T, Krauss C, Deinert A Journal article Testing Stylized Facts of Bitcoin Limit Order Books (2019) Schnaubelt M, Rende J, Krauss C Journal article Pairs trading with the persistence-based decomposition model (2019) Rende J Journal article Review of stochastic differential equations in statistical arbitrage pairs trading (2019) Endres S Journal article The Impact of Financial and Economic Crises on the Performance Indicators of Copper Mining Enterprises (2019) Bazhenov O, Oykher A, Baev D Conference contribution 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