Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Erlangen ; Nürnberg
Friedrich-Alexander-Universität Erlangen-Nürnberg
2019
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| Schlagworte: | |
| Online-Zugang: | Volltext Volltext Volltext |
| Beschreibung: | 1 Online-Ressource |
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| spelling | Stübinger, Johannes Verfasser aut Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 Johannes Stübinger, Lucas Schneider Erlangen ; Nürnberg Friedrich-Alexander-Universität Erlangen-Nürnberg 2019 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Archivierung/Langzeitarchivierung gewährleistet DE-101 pdager computational finance asset pricing models overnight price gaps financial econometrics mean-reversion statistical arbitrage high-frequency data jump-diffusion model Schneider, Lucas Verfasser aut Sonderdruck aus Journal of Risk and Financial Management Vol. 12 (2019) 10.3390/jrfm12020051 https://nbn-resolving.org/urn:nbn:de:bvb:29-opus4-118375 Resolving-System kostenfrei Volltext http://d-nb.info/1194236642/34 Langzeitarchivierung Nationalbibliothek kostenfrei Volltext https://open.fau.de/handle/openfau/11837 Verlag kostenfrei Volltext |
| spellingShingle | Stübinger, Johannes Schneider, Lucas Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 |
| title | Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 |
| title_auth | Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 |
| title_exact_search | Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 |
| title_exact_search_txtP | Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 |
| title_full | Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 Johannes Stübinger, Lucas Schneider |
| title_fullStr | Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 Johannes Stübinger, Lucas Schneider |
| title_full_unstemmed | Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 Johannes Stübinger, Lucas Schneider |
| title_short | Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 |
| title_sort | statistical arbitrage with mean reverting overnight price gaps on high frequency data of the s p 500 |
| url | https://nbn-resolving.org/urn:nbn:de:bvb:29-opus4-118375 http://d-nb.info/1194236642/34 https://open.fau.de/handle/openfau/11837 |
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