Pairs trading with a mean-reverting jump-diffusion model on high-frequency data.

Stübinger J, Endres S (2018)


Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2018

Journal

DOI: 10.1080/14697688.2017.1417624

Authors with CRIS profile

How to cite

APA:

Stübinger, J., & Endres, S. (2018). Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. Quantitative Finance. https://dx.doi.org/10.1080/14697688.2017.1417624

MLA:

Stübinger, Johannes, and Sylvia Endres. "Pairs trading with a mean-reverting jump-diffusion model on high-frequency data." Quantitative Finance (2018).

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