Home ▶ Vol 6, No 1 (2013) ▶ Stander

 

1. Copula-based trading of cointegrated cryptocurrency Pairs
Masood Tadi, Jiří Witzany
Financial Innovation  vol: 11  issue: 1  year: 2025  
doi: 10.1186/s40854-024-00702-7

2. Copula‐Based Pairs Trading on Brazilian Stock Exchange Equities
Daniel Henrique Salgado, Osvaldo Candido
Applied Stochastic Models in Business and Industry  vol: 41  issue: 6  year: 2025  
doi: 10.1002/asmb.70049

3. Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance
Ziping Zhao, Rui Zhou, Daniel P. Palomar
IEEE Transactions on Signal Processing  vol: 67  issue: 7  first page: 1681  year: 2019  
doi: 10.1109/TSP.2019.2893862

4. Improving statistical arbitrage investment strategy: Evidence from Latin American stock markets
Fernando Caneo, Werner Kristjanpoller
International Journal of Finance & Economics  vol: 26  issue: 3  first page: 4424  year: 2021  
doi: 10.1002/ijfe.2023

5. Performance of Pairs Trading Strategies Based on Various Copula Methods
Yufei Sun
Journal of Risk and Financial Management  vol: 18  issue: 9  first page: 506  year: 2025  
doi: 10.3390/jrfm18090506

6. STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK
Christopher Krauss
Journal of Economic Surveys  vol: 31  issue: 2  first page: 513  year: 2017  
doi: 10.1111/joes.12153

7. Pairs Trading with Copulas
Wenjun Xie, Rong Qi Liew, Yuan Wu, Xi Zou
The Journal of Trading  year: 2016  
doi: 10.3905/jot.2016.2016.1.048

8. Non-linear dependence modelling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100
Christopher Krauss, Johannes Stübinger
Applied Economics  vol: 49  issue: 52  first page: 5352  year: 2017  
doi: 10.1080/00036846.2017.1305097

9. Copula-based deviation measure of cointegrated financial assets
А.О. Шульженко
Modern Economy Success  issue: 2  first page: 84  year: 2024  
doi: 10.58224/2500-3747-2024-2-84-92

10. The Optimal Threshold Selection for High-Frequency Pairs Trading via Supervised Machine Learning Algorithms
Mahmut Bağcı, Pınar Kaya Soylu
Computational Economics  year: 2025  
doi: 10.1007/s10614-025-10958-5

11. Pairs Trading with Copulas
Wenjun Xie, Rong Qi Liew, Yuan Wu, Xi Zou
The Journal of Trading  vol: 11  issue: 3  first page: 41  year: 2016  
doi: 10.3905/jot.2016.11.3.041

12. The profitability of pair trading strategy in stock markets: Evidence from Toronto stock exchange
GholamReza Keshavarz Haddad, Hassan Talebi
International Journal of Finance & Economics  vol: 28  issue: 1  first page: 193  year: 2023  
doi: 10.1002/ijfe.2415

13. Pairs Trading in the German Stock Market: Is There Still Life in the Old Dog?
Sascha Wilkens
SSRN Electronic Journal  year: 2024  
doi: 10.2139/ssrn.4807915

14. Statistical arbitrage with vine copulas
Johannes Stübinger, Benedikt Mangold, Christopher Krauss
Quantitative Finance  vol: 18  issue: 11  first page: 1831  year: 2018  
doi: 10.1080/14697688.2018.1438642

15. Improving Cointegration-Based Pairs Trading Strategy with Asymptotic Analyses and Convergence Rate Filters
Yen-Wu Ti, Tian-Shyr Dai, Kuan-Lun Wang, Hao-Han Chang, You-Jia Sun
Computational Economics  vol: 64  issue: 5  first page: 2717  year: 2024  
doi: 10.1007/s10614-023-10539-4

16. Nonlinear relationships in soybean commodities Pairs trading-test by deep reinforcement learning
Jianhe Liu, Luze Lu, Xiangyu Zong, Baao Xie
Finance Research Letters  vol: 58  first page: 104477  year: 2023  
doi: 10.1016/j.frl.2023.104477

17. Pairs trading in the German stock market: is there still life in the old dog?
Sascha Wilkens
Financial Markets and Portfolio Management  vol: 39  issue: 2  first page: 259  year: 2025  
doi: 10.1007/s11408-025-00467-8

18. A Cooperative Dynamic Approach to Pairs Trading
J. P. Ramos-Requena, M. N. López-García, M. A. Sánchez-Granero, J. E. Trinidad-Segovia, Paulo Jorge Silveira Ferreira
Complexity  vol: 2021  issue: 1  year: 2021  
doi: 10.1155/2021/7152846