S. Endres

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

Johannes Stübinger, Sylvia Endres, J. Stübinger, 2018 .

Optimal trading strategies for Lévy-driven Ornstein–Uhlenbeck processes

J. Stübinger, S. Endres, J. Stübinger, 2019, Applied Economics.

A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns

Johannes Stübinger, Sylvia Endres, J. Stübinger, 2019, Quantitative Finance.