Statistical arbitrage with vine copulas

Stübinger J, Mangold B, Krauss C (2018)


Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2018

Journal

DOI: 10.1080/14697688.2018.1438642

Authors with CRIS profile

How to cite

APA:

Stübinger, J., Mangold, B., & Krauss, C. (2018). Statistical arbitrage with vine copulas. Quantitative Finance. https://dx.doi.org/10.1080/14697688.2018.1438642

MLA:

Stübinger, Johannes, Benedikt Mangold, and Christopher Krauss. "Statistical arbitrage with vine copulas." Quantitative Finance (2018).

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